Besides having Josh Brolin being confirmed to voice Thanos in Avengers Age of Ultron after the character was recently denied from appearing in the sequel to the 2012 film, there are a few things in the past films that would support linking his connection with HYDRA and it's current leader Baron Strucker
1. What got Red Skull interested into getting his hands on the Tesseract in the first place before he discovered its power
2. In the Avengers film Loki said to Nick Fury that Freedom is life's great lie after getting the scepter from Thanos and with HYDRA being founded on the belief that humanity cannot be trusted with its own freedom
3. The HYDRA cell having to have taken possession of Loki's Scepter as if they need it for something important in the future Marvel Cinematic films besides using it to control people
Surely not every villain that the heroes have fought in the previous films could possibly be controlled by Thanos, that would be as insane as having a terrorist organization last throughout many years on its original goals and clearly in Captain America the Winter Soldier, HYDRA's leader in SHIELD Alexander Pierce said to Fury "Our enemies are your enemies Nick". Surely not every bad guy in the Marvel Cinematic Universe is with HYDRA and Thanos like the Ten Rings and the real Mandarin whoever and wherever he is. Surely I don't mind seeing HYDRA in the 21st century. It's just that it's weird for an organization like that to evade disbanding and extinction for over 70 years.
To find out if Thanos is the real puppetmaster behind HYDRA's existance in the Marvel Cinematic Universe, stay tuned for Avengers Age of Ultron next year in May 2015.