In the end credits. You probably knew that. But have you seen the footage? Don't click the below link if you don't want to be spoiled for the movie!
The video has been removed from the below link at Disney's request.
Nerd Reactor has a link (above) to the actual footage from the end credits. It's a little blurry as it looks like someone recorded it off a phone or something. But he's there. They only show bits of him. His costume looks pretty intact from the comics. His comment about "Challenging mankind is to court death." rings true to his comic book roots as he's a super-powered mutant who has fallen in love with the entity Death and kills as many beings as he can to impress her. He searches the cosmos for opportunities to kill as many people as possible. Avengers 2 anyone?