Captain America: The First Avenger
While Captain America and Howard Stark talked about women, Rogers became interested in a circular shield, to which Stark says that it is only a prototype. Rogers asked what it is, to which Howard replied that it is Vibranium, the rarest metal on the planet, as strong as steel and third of the weight and also absorbs the vibrations.
Ulysses Klaw and his band of mercenaries traveled to Wakanda and stole large amounts of Vibranium. Years later, Klaw sold its entire supply of Vibranium to Ultron. With that Vibranium, Ultron decided to create a new body and a doomsday machine.
Marvel Animated Universe
The Vibranium, from which the shield was made, was sent as a gift to President Roosevelt from T'Chaka. Howard Stark used the Vibranium to create a unique battle shield for Captain America, so that he uses it as his main battle weapon to fight against HYDRA during World War II. Before this, he used a different shield based on the same design, but this shield was different from the next version. The Vibranium was obtained when Panther's father gave it to Howard as a gift.
Klaw, with a group of mercenaries, went to Wakanda to steal the Vibranium. After killing the S.H.I.E.L.D. agents, Klaw and his men take the Vibranium, but Hank, using his powers, manages to defeat the mercenaries and Klaw. Klaw runs away scared when he is defeated by Ant-Man.
Later, Hank continues studying the Vibranium after the problem.