Thanos was killed twice in Avengers: Endgame, which presumably ended his story in this expanded universe. At least for the moment, rumors have recently began to swirl about Thanos returning in future MCU movies. This would likely be in the form of flashbacks, such as in Eternals where Thanos' own brother, Starfox, may even appear.
In an interview with the Team Deakins podcast several days ago, Josh Brolin expressed his enjoyment at playing the role of Thanos compared to Cable in Deadpool 2. In the same interview with Team Deakins, Josh Brolin explained what really caught his attention with Thanos.
“I turned down quite a bit of those things and again people were like ‘money!’ When I said yes to Avengers it was a small thing. It was basically a cameo, so there wasn’t a lot of money involved. So that wasn’t the reason.”
He further elaborated why Thanos in particular interested him as a character, such as how Thanos wasn't to fight a single hero:
“But when they came to me, they gave me a big bible. I loved that it was all [of them]. If it had been one of the Avengers — and I don’t mean this, I probably shouldn’t say this but I’m just gonna say it — I probably wouldn’t have done it. But the fact that it was all the Avengers against this one guy, I liked that aspect of it.”
WHAT THIS MEANS
What can be gleaned from Josh Brolin in this interview is that he wouldn't have accepted the role of Thanos if he had merely been pinned against just one of the heroes. The fact that he would be a villain facing nearly every single superhero is what drew him to Thanos the most.
However, Josh Brolin did make a cameo as the Mad Titan in Guardians of the Galaxy and the post-credit scene of Avengers: Age of Ultron, so it isn't too unrealistic that Brolin could return to the role again for smaller appearances. Taking his word, it is doubtful that we'd ever see him again as the villain for a stand-alone hero, like Richard Rider's Nova, for example.
If Marvel Studios does have a big Avengers movie again with the same scale as Endgame, then it could be likely for Josh Brolin to return in a bigger role as the character again, perhaps in an adaptation of Secret Wars.