Bucky has a twin that only Steve knows about, all three of them together back in the 1940s. Bucky and I were at Hydra together, but I never got saved. Bucky still finds it weird that his twin isn't there anymore, Steve tries to comfort him but it's hard

Bucky is always grumpy, Steve trying to help him cheer up but it never works. None of the other Avengers know about his identical twin sister except Steve

They were all on a mission and standing at the quinjet, then Bucky sees her