It's understandable why the Marvel Cinematic Universe first got into the habit of introducing and discarding villains all in the same movie. Especially for origin stories, the practice is an easy way to keep the focus on the hero getting developed and fleshed out, and a villain's death is such a convenient for wrapping up the problems that a film introduces. Unfortunately, the end result is that everyone forgets about the villain's gadgets that made them so dangerous, too.
Many of the weapons and gadgets introduced in MCU movies would be an extraordinary help later against different bad gus, including Thanos. Until Marvel addresses just what happened to these items they'll forever be nagging details in MCU history.
The Super Soldier Serum
It's a big plot point that the Super Soldier Serum that created Captain America was lost with the death of its inventor Abraham Erskine. However, before Erskine was ever introduced in the MCU, The Incredible Hulk established that the American government already had a workable replacement. Eager to pursue any means necessary to hunt down the savage hulk, General Ross approved the use of a hodgepodge Super Soldier Serum on special ops commando Emil Blonsky.
The serum certainly had some undesirable side effects, but there's no doubting that it worked. Under its influence Blonsky was faster, stronger, and even capable of putting up a good fight against the Hulk himself. Even after the Hulk broke nearly every bone in his body Blonsky healed himself, and it's a wonder why no one would mass produce the Serum as much as possible.
Sonic Taser
The Sonic Taser didn't just get forgotten after Iron Man but also during the movie itself. Obadiah Stane used the gadget to paralyze anyone in auditory distance of the device while he himself was protected with special earbuds. He referred to the device as a useful design the government didn't approve the production of...but why not?
It seems immensely useful, and even after the U.S. government continues its work in super soldiers, improving the War Machine armor, or any number of special projects they never bring up the sonic taser again. Stane himself failed to ever use the device in his final fight with Iron Man, opting instead to flail around the city in clunky armor when all he had to do was flick a switch to incapacitate his foe.
Any Spider-Man Villain
Both MCU Spider-Man movies introduced the idea that various individuals could make monumental technological advances by merely studying the tech that already exists in the universe. The villains Vulture, Shocker and Mysterio, all managed to compete with the super-powered Spider-Man because of such advances, and yet none gain traction for government production.
The Vulture's gadgets could phase through solid matter or cut through steel and stone effortlessly, yet somehow have had no impact on the technology of the MCU since their debut. The villain who wielded the weapons was incarcerated at the film's end, and there did not seem to be any indication why his wares wouldn't be seized and studied.
Shrink Ray
Perhaps the deadliest weapon with the briefest scene in the MCU is the shrink ray used by Darren Cross in Ant-Man. While Cross could never crack the code behind making Pym Particles work to successfully shrink objects, in the process of trying he developed a potent weapon. When fired at a board executive who crossed Cross, the shrink ray reduced the executive to a small glob of biomass. In just a flash it turned a human body into a product to be wiped away by a tissue, and it's galling Cross didn't think to use it again.
Perhaps the villain was too frustrated by his failure to meet the goal he set out to reach, but the shrink ray was perhaps his greatest invention yet, and he never explored it further or even considered using it against the titular hero. Even past Cross' own death, the design was never discovered or utilized, and it's a wonder nobody else ever picked up on it. For as many jokes about Ant-Man beating Thanos as the Internet saw the past few years, the possibility of turning him into snot with a shrink ray really should have been taken more seriously.