The Winter Soldier (Bucky Barnes)

James 'Bucky' Barnes was a friend of Steve Rogers/Captain America who helped him throughout World War II until he plummeted to his death while chasing a train controlled by Arnim Zola.

Captain America: The First Avenger
After meeting him in his childhood, Bucky became Rogers best friend. After the Pearl Harbor attack, Bucky enlisted in the US army and assumed the title of Sgt. Barnes. The day before his shipment out to England, Bucky helped his friend Steve from being beat up by a bully by kicking him in the balls. Bucky and Steve then went to the Stark Expo on a double date, though Bucky was having fun, Steve was interested in enlisting for the sixth time. Despite Bucky's protests Steve still went though with it but said goodbye to Bucky before doing so. Bucky and his unit the 107th then shiped to England the next day.

A year later, Bucky and his unit consisting of 200 men went up against a Nazi sup group named HYDRA lead by Johann Schmidt at the orders of the SSR but 150 of the men were either killed or captured while 50 barley escaped. Bucky and the Howling Commandos were among the captured. Bucky was taken to a prison where he was forced to work to desgin rockets called Valkyries, but it eventually became too much and he was taken to an isolation clinic for interrogation. But a few days later Steve (who had become Captain America infiltrated the base, freed the prisoners and evetually Bucky too. During the escape Bucky and Steve encountered Schmidt and Zola but were able to escape them and the facility before it blew and walked all the way back to base, 30 miles out.  Bucky, Captain America and Gabe Jones zipline on to the top of a HYDRA train. Bucky takes Captain America's shield and blocks him while he's down, but clearly not having the upper body strength to hold on to it when getting hit it shoots him out the side of the train and Cap is unable to save him, letting him fall into a icey river below.

The Avengers
Bucky Barnes' files is among the ones studied by Steve Rogers, awakened at the present days. Oddly enough, he's reported as "Missing in action", implying that S.H.I.E.L.D. thinks he may be still alive.

The Last On Earth
Bucky Barnes will make a cameo in The Last On Earth, shown to be revived.

Wrath Of The Last On Earth
PRIMEMAN3457 has interest in introducing Bucky as The Winter Soldier in the sequel to The Last On Earth.