When it was first announced, Avengers: Infinity War was set to be in two parts. This paints a very distinct picture in one's head that the two are very clearly linked.
This has now changed though, as Infinity War will be just one movie, and what would have been the second part is now currently untitled. This is because the idea of parts for each of these movies was wrong says Kevin Feige, talking to IGN. In the interview, he states that the two movies are whole stories, and the 'Part' monikers would have given off the wrong idea. He said:
There's a reason we have publicly called the first one 'Infinity War' and the second one 'Untitled,' because the movies we were developing were not — certainly there's a connection, there are with all our movies — but it's not a first part and a second part. It's a whole movie and a whole story, and then a whole movie and a whole story. That's about all I can say. It's certainly inspired by everything that has come before and everything that is hinted at before.
This is good. I like complete stories in movies, and while I'm very sure the actions of Infinity War will affect the untitled picture, at least, hopefully, they will stand on their own now.