If you already watched "Avengers: Age of Ultron" means that you remember that bucky was mentioned by Sam Wilson (Falcon) in the Avengers Tower Party; Yeah, everybody got it, but, what if in one little scene the real Winter Soldier made a even more little appearance.
Do you remember the battle between Ultron, Quicksilver and Scarlett Wich vs The Avengers in the ship? Of course you do, but, do you remember what did Black Widow dream?
LITTLE BRACKET: She dreamed whit her training for become an assassin, i really think that is the same place where the Agent Carter's villain "Dottie Underwood" was trained, remember?
Blah blah blah... there were little killer girls... blah blah blah... russia... blah blah blah... makes sense... But that's something for another post.
Now lets remember the widow's dream: She was in a mansion being trained for a woman, she has a lot of visions like the others, BUT, in one vision she was being fully to choked by a man.
Now, it's really hard see this man face, but the first time that i watched the movie was familiar to me, the second time (2 hours ago) i saw this face:
Now lets return to the comic book where The Winter Soldier was rescued by the Russian and he met Black Widow, fell in love with her and the rest is history.
And now, lets return to "Captain America: The Winter Soldier". Something that i saw "as a mistake" was that Natasha met Winter Soldier for "lucky" in a mission and she said that AFTER that mission she was looking for him but found nothing. At the end of the movie she went with steve and gave him some files that she got from his friend in KIEV, do you see the mistake? So she easily could (when she was looking i don't know how many years ago) ask in KIEV for those files before, why she didn't?
My only theory is: SHE WAS LYING. Her mission's history, her "looking" history, everything was another history to hide something, that she already knew him.
Just think about it, that explains a lot: Why he was angry when she shot him in the bridge and decided go for her alone totally ignoring to THE CAPTAIN AMERICA; why she knew about him (taking as a lie her history), steve couldn't investigate about her history in that moment, easy trick; the file that she got from "KIEV", probably she had them; and everything else.
Why she was lying?: Because if captain knew her history with him, after all the "don't trust anyone" thing, WOULD CAP TRUST HER? I don't think so.
NOW, I WANNA SAY SOMETHING ELSE:
If you watch the movie again you can see that if you pay attention very well you probably will see Bucky, but there is something that keep stoping this THEORY: The man that is strangling her has not a metal arm.