The concept of the "post-credit" scene or "end credit" scene was into invented by the Marvel Cinematic Universe. Putting a cute little piece of footage as an easter egg at the end of films has been done before, most notably by other comic book movies. But before Iron Man in 2008, the post-credit scene was usually a gag, a blooper reel, or something fun – something that if audiences didn't stay, it would be no significant loss. The MCU changed all that, making staying until the end of the credits mandatory. So is there an Avengers: Endgame post-credit scene? For the first time in the MCU's history, no. Warning: Spoilers for Avengers: Endgame follow.
The reason end-credit scenes began in the MCU was really an accident. Having launched its own in-house production company with Marvel Studios, the company was hedging their bets as to whether the planned first two films, Iron Man and The Incredible Hulk would actually be hits. The former was a lesser-known comic book character without the following of say, Spider-Man or The X-Men, both of which Marvel had sold the rights to for other companies to use. Hulk was at least a household name, but Ang Lee's Hulk had only come out three years prior, and production with Edward Norton was "difficult" according to rumors.
So just in case these films were flops, and no interconnected universe followed, the two scenes within these films that made them interconnect were moved outside of the story's parameters, making it easier to remove them for a DVD release.
At this point, fans know what happened. Iron Man was a massive hit, so massive the flop of Hulk that followed couldn't stop the franchise universe train. The MCU embraced its accidental creation of tying the films together with post-credit scenes and began to do that with every movie in the franchise. By Phase II, the productions expanded these to two scenes per movie, one mid-credit and one post credit. The mid-credit was usually the scene that tied the film to the larger universe; the post-credit was then used to tie-in the individual standalone franchise in question with its inevitable sequel.
By the time Avengers: Infinity War arrived last year, audiences were well trained. Stay in your seat until the final credit rolled because something was coming. But with Avengers: Endgame, things are different. Viewers waited... and no scenes played.
This is because Endgame is the end of the story, at least for now. There will be sequels, eventually, fans are sure. But the story of Tony Stark, Steve Rogers, Thor, Hulk, Natasha Romanoff, and Clint Barton is over. Whatever comes next will be something totally new. Therefore there is no need to connect to it yet.
And yet! As the music to the credits faded out, a sound played in the auditorium. Somewhere, far away, a clanging sound, of someone building away somewhere. Marvel's parent company Disney confirmed the noise is of Tony Stark, creating his original Iron Man suit, a cyclical end to the story. But fans hope it's an indication that the building continues means that more is to come.