I would've guessed that Thor: Ragnarok would result in the Asgardians' demise but I think they need Hemsworth for one more film afterwards so my guess is his last one will be Infinity War.
Coincidentally, the films are the one arena where Marvel can tell a continuous story that will evolve the characters from a beginning to an end so I can definitely see them trying to build the MCU around Dr. Strange, Black Panther and Captain Marvel after Cap, Thor and Iron Man are set out to pasture.