Doctor Strange doesn't appear in Avengers: Age of Ultron, but Wanda Maximoff does, and her presence in The Multiverse of Madness is clearly of vital importance.

Avengers: Age Of Ultron (2015)

The Multiverse of Madness is a direct sequel to the original Doctor Strange, which covers the hero's origins and his rise to the position of Sorcerer Supreme.

Doctor Strange (2016)

The last two Avengers movies bear only peripheral relevance to Doctor Strange, though both carry key parts to his story that bears their inclusion.

Avengers: Infinity War, Avengers: Endgame

Like Age of Ultron, WandaVision doesn’t involve Strange at all. Rather, it's the Scarlet Witch who serves as the miniseries' protagonist

WandaVision (2021)

The Multiverse itself didn’t exist before the events of Loki, which sees a variant of the God of Mischief -- created by the time heist in Avengers: Endgame

Loki (2021)

Loki (2021)

Initially viewed as an outlier project, the What If…? animated series may inform a great deal of Multiverse of Madne

What If...? (2021)

Spider-Man: No Way Home offered a hint of what Multiverse of Madness might be capable of.

Spider-Man: No Way Home (2021)

Patrick Stewart's unseen voiceover in the Multiverse of Madness trailer set off rampant speculation about a return appearance for Professor X.

X-Men (2000) And X-Men: Days Of Future Past (2015)