Avengers: Age of Ultron introduced more than a couple of new characters to the Marvel Cinematic Universe, however, only two of them are still living members of the Avengers: Scarlet Witch and The Vision.
Both characters are, one way or another, products of the Mind Stone found in Loki's Scepter. While the Mind Stone is what made Scarlet Witch into a "miracle," having magical powers and the ability, it is what powers The Vision and brought him to life all together. Through those facts, the two should have some form of connection, immediately.
"I think there's something unique in the fact that her powers come from the same thing that powers him, and that is how we've made them have that kind of… that specifically in common, as opposed to it being something else that the comics kind of created, which has been pure romance," Scarlet Witch actress, Elizabeth Olsen tells ScreenRant. "But they do have something uniquely special because of that."
The two are on opposing teams in the Civil War coming up this May, so we'll probably see their relationship develop (or deteriorate) a bit more in the new movie. Wanda is Team Cap while The Vision is Team Stark.
Captain America: Civil War hits theaters May 6.