BLUE - the Space Stone - space control - recovered from Captain America's crashed plane at the end of Thor, eventually taken to Asgard for safe keeping and stolen from Thor's getaway ship at the end of Thor: Ragnarok.
YELLOW - the Mind Stone - mind control - originally in Loki's scepter, recovered by the Avengers in Age of Ultron and used to create Vision.
RED - the Reality Stone - manipulate matter - introduced in Thor: The Dark World as a liquid, Aether, and given to The Collector at the end of that film.
PURPLE - the Power Stone - mass amounts of energy - discovered by Quill in Guardians of the Galaxy, stolen by Ronan, stolen back by Quill, and given to Nova Corps.
GREEN - the Time Stone - rewind or fast forward through time - Dr. Strange finds it in the library of Kamar-Taj and keeps it.
ORANGE - the Soul Stone - steal, control, manipulate, or alter souls (living or dead) - awarded to Thanos when he sacrificed Gamora on Vormir in Avengers: Infinity War.