In its Series' first ever Cinematic Story Mode, Marvel vs. Capcom: Infinite sees both the heroes and villains of both the Marvel and Capcom Universes join forces in order to prevent their worlds from being merged together. After a visit from Jedah Dohma, Death agrees to an alliance to achieve perfect equilibrium between life and death on both of their worlds. However, in order to do achieve such a plan, all six of the Infinity Stones are needed.
Death, to execute this plan, is able to deceive both Thanos and Ultron into aiding her and Jedah. She grants Thanos the Space Stone initially, sending Ultron to retrieve the next of the Infinity Stones, the Reality Stone, from Abel City. At this point in the plot, it appears that only Death and Jedah are the true antagonists of the main storyline; however, this quickly changes after a twist in the storyline happens.
Once in Abel City, Sigma intercepts Ultron as he obtains the Reality Stone. But instead of stopping him and ultimately the plans of Death and Jedah, Sigma and Ultron agree to their own pact and forge their very own alliance. The two then betray the others, using the newly acquired Space and Reality Infinity Stones to merge the two dimensions on their own, thus fusing themselves in on single being called Ultron Sigma.
With their own scheme to wipe out all of biological life, they begin to unleash an evolved from of the Sigma Virus, the same the turns organic creatures in the merged world into synthetic beings that are now under their control. Because of this, the Marvel and Capcom Fighters have no choice but to join forces in order to stop the Super Villain Mastermind. They rescue Thanos on the fly, who reveals the locations of the final four Infinity Stones.
In order to have any hope of stopping Ultron Sigma, the alliance must dispatch to find these stones. Little do they know, however, that the controlled synthetic beings stand in their way of accomplishing such a thing. The Marvel/Capcom Convergence have no choice but to do whatever it takes to find the remaining Infinity Stones, even if that means they die trying.