For the Avengers, there was a deleted scene that I saw on the web where Cap reviews the personel files for the Howling Commandos, Howard Stark and Peggy Carter. He sadly saw the word "Deceased" on all but one of the files (except for Peggy's - she was still alive and in London). I can't remember, but he paused over Bucky's file. Guilt? I'm not sure.
My hope is that they'll incorporate this scene or something similar for Captain America: the Winter Soldier. It could be as a flashback with Steve being talked to by Nick Fury with Nick explaining more in detail about the end of WW2, etc. and Steve asking about his former fellow soldiers. Opportune time for him to explain how he failed to save his friend. I also think it would be great if he could visit London (moving forward to the "present", ie, post Chitauri invasion) and briefly meet with Peggy. (She of course, would know all about his return having watched clips of him on the BBC's coverage of the New York invasion.)