Captain America and Winter Soldier Winter Soldier #1, cover Winter Soldier #1, page 3 Avengers #61, page 21  Steve Rogers and Bucky Cap Art by Immonen AAFES #17, page 12 Art by Grummett Avengers Issue #3, page 8. Art by Mark Morales Loki, seemingly working with the bad guys, saves Captain America from death after they were both teleported inside the sun.