The Soldat, The Captain and The Asset

In September 1944, Steve rescues Bucky, the Howling Commandos and all other international soldiers who had been held as prisoners of war by Hydra, only to be told by Bucky that he hadn't.

When going back for others, he finds out that the last prisoner had been taken away and hidden by Hydra.

In January 1945, following an attack by a mysterious, black-clad individual, who Bucky swears he recognises, while on a mission, Bucky falls off the train and to his death.

In May 2014, Steve finds out why no one believes the ghost story of The Winter Soldier that Natasha had told him about.

Because there were two Winter Soldiers... not one.