The 2014 film Captain America: The Winter Soldierintroduced the titular assassin to MCU fans, but Ed Brubaker and Steve Epting put him in the comics nearly a decade prior. As such, a whole Winter Soldier mythology had been established before the MCU got hold of the character, much of which was discarded during the adaptation process.
Here are interesting lore details about Bucky, his Winter Soldier alter ego, and the Winter Soldier storyline that were not adopted by the MCU.
The Red Skull does not appear at all in Captain America: The Winter Soldier, but he is an integral part of the comics version, especially its most unique plotline. As Garrett Martin, writing for Film School Rejects, explained:
The Red Skull also dies early in the first Winter Soldier storyline, before merging his consciousness with Lukin and eventually becoming the dominant personality within their shared body.
Yes, the Red Skull melds minds with, and eventually possesses, Aleksander Lukin (Alexander Pierce in the movie), and somehow that was left out of the MCU.
The Cosmic Cube (AKA Tesseract) plays a major role in the "Winter Soldier" storyline and virtually no role in the Winter Soldier movie. Comics Cap uses it to snap comics Bucky out of his Winter Soldier trance, plus it knots several other plotlines.
Its absence in the film can be explained by Redditor u/lanternbearer: "less cosmic-cubes/space stuff - I prefer my Cap more 'realistic' if you will." Many fans agree.
Cap and Carter do become intimate in the MCU, but not until after The Winter Soldier. This is a far cry from the comics. According to Garrett Martin of Film School Rejects, "Sharon Carter, Cap’s S.H.I.E.L.D. agent girlfriend, is a central figure in [Ed] Brubaker’s story, but only appears in a few scenes in the movie, and has barely met Steve Rogers yet."
Monita Mohan of Geeks pointed out that, in the comics, "Bucky captures Steve’s partner Sharon Carter... but she escapes and tells Steve about his existence."
Aleksander Lukin is the supervillain created for the "Winter Soldier" storyline, yet he doesn't appear in the Winter Soldier movie. He was replaced by an American character named Alexander Pierce. CBR.com's Colin McCormick noted more of the differences:
In the comics, the Winter Soldier is a pawn used by Aleksander Lukin, a Soviet general. It is later revealed Lukin himself is being manipulated by Red Skull. In the film, Alexander Pierce, the Secretary of Defense, is controlling the assassin in an attempt to restore Hydra to power. With Robert Redford playing Pierce, it made for a memorable MCU villain.
It’s been somewhat difficult for the MCU to expand upon thing[s] that are not somewhat science, magical, or tech based. Telepathy from a nonmagical source is hard to market. A flying weaponized R2-D2 is much more [palatable].
Nomad (AKA Jack Monroe) is a character most Marvel fans probably haven't heard of. This former sidekick of Cap's who once went by "Bucky" has yet to appear in the MCU, but he has a significant - and tragic - role in the "Winter Soldier" comics. Presumably as punishment for taking his name, Bucky murders a destitute Nomad and throws him into the trunk of his car.
