Ultron is one of the Avengers greatest and most popular enemies, which is why it seesms like a waste that Marvel killed him in AOU, or did they? As an A.I there are a few ways that Ultron could have survived his battle with the Avengers, and if he really is alive, it could lead to some exciting films in the future.
ALIEN TECHNOLOGY
If you have seen Age of Ultron then you should know that Ultron is alien in origin. Unlike the comics where Ultron is created by Hank Pym and Stark using earthly technology, on film he is created by the Mind Stone. Because of Ultron's alien origins it in not outside the realm of possibility that he uploaded himself into an alien internet. In AOU we see Vision burn Ultron out of the Earth's internet but since the Mind Stone was originally placed in Chitauri or Kree technology Ultron very likely new how to transfer himself into the alien internet.
RAGE OF ULTRON
In the comic "Rage of Ultron" after Thanos is defeated Ultron takes over Thanos' home planet of Titan. The Avengers are called upon to stop him but are shocked to find that Ultron has become Titan! The Avengers have to battle through millions of Ultrons and at the end something crazy happens; i wont spoil the ending for you.
Many people (But not me) were dissapointed with AOU because of it feeling rushed, the threat not being big enough and Ultron's personallity not being explored enough; a Rage of Ultron film would be a great way to bring Ultron back to explore the character more, and also give people an awsome movie to kick off phase 4.
THE VISION
Vision was created by Ultron to be his new perfect body, but in the end Vision gained a mind of his own and helped defeat Ultron. Since Ultron is supposed to be the smartest A.I in the universe he most likely had a plan ready in case Vision was used against him. It is very likely that a small amount of Ultron is hiding inside the Vision's mind, waiting to take over.
AVENGERS DISASSEMBLED AND HOUSE OF M
In the comics the events of Avengers disassembled and house of M are caused by Scarlet Witch going insane over the loss of her children, but if Marvel wished to put there own movie spin on the events her insanity should be caused by the death of Vision and the ressurection of Ultron. In Infinity war it is very likely that Thanos will kill Vision to aquire the Mind Stone, and if Wanda and Vision are together this could be what triggers Wanda's insanity. Wanda would endeavor to ressurect Vision with her mental powers but the Avengers would try to stop her, seeing that she was actually raising Ultron from the dead. In the end Wanda would succeed, the Avengers would be torn apart and Ultron would manipulate Wanda to take over the world, setting up the movie HOUSE OF M ( or more appropriately, HOUSE OF U).
I hope this has been an informative and fun read. Let us hope that Marvel brings back Ultron at some point in the future.