It's a two parter so there will be Infinity War Part 2 at some point. But Infinity War is supposed to be the last of the RDJ Iron Man-led Avenger movies. My guess is that him or Captain America dies at the end or both. It's far from the last Marvel movie because they already have like four more that I can think of off the top of my head (Ant Man 2, Spider-Man Homecoming 2, GoG 3 and Ms. Marvel) that are coming out after this movie.

Basically, it will never end as long as there is money to be made.