Dr. Erskine: You still haven't answered my question; do you want to kill Nazis? Steve Rogers: Is this a test? Dr. Erskine: Yes. Steve Rogers: I don't want to kill anyone. I don't like bullies; I don't care where they're from.
This conversation between Steve and Peggy just before Steve goes off to rescue Bucky and the other prisoners.
Steve: I thought you said I was meant for much more than this. Did you mean it? Peggy: Every word.
Steve launching a one-man assault on a Hydra base just because there's a chance Bucky could be alive in there.
When Steve finally finds him, Bucky has clearly just been tortured/experimented on and is barely conscious and coherent. Even so, almost everything he says is pure concern for Steve.
Bucky: Did [the super soldier transformation] hurt?
Erskine telling Steve why he was chosen the night before the Super Soldier procedure.
Plus, him, Howard Stark, and Peggy all jumping to stop the procedure the instant it becomes obvious it's hurting Steve. Contrasting with the villain being very casual with human life, it's a good way to avert Not So Different in regards to how far they're willing to go to make supersoldiers.
Howard Stark searching for Steve at the end of the movie, even though he knows it's hopeless. Especially since he's not very prone to displaying affection in any continuity, and Iron Man 2 shows how he struggled to show affection to his own son.
Even more heartwarming when they find the Tesseract under the water, but Howard's assistant tells him that there's no sign of Steve anywhere. Howard's response? A defiant: "Just keep looking."
It goes even further then you remember that Howard was a founding member of SHIELD, and the organization was probably named in Cap's honor.
And even further in The Avengers, when Tony refers to Steve as "the guy my dad never shut up about." It speaks volumes about how much respect Howard must've had for him.
The film of one of the team's operations catches a glimpse of Peggy's photograph inside Steve's compass. Peggy's face lit up knowing Steve is still genuinely interested in/attached to her despite the incident with the secretary earlier.
Even more poignant is that Steve looks into the camera right after, as if to say, "This is for you."
It's subtle and rather small compared to the samples above, but there's something poignant about Nick Fury actually showing some emotion for the newly awakened Cap, the very brief question of whether or not he's okay speak volumes... coming from Fury, something as small as that is quite powerful.
Col. Phillips shooing people out so Peggy can talk to Steve one last time with privacy. Speaks volumes for a man that started out not even liking Rogers (pre or post serum)
When Steve asks Bucky to join his team by asking if he wants to follow Captain America, in a somewhat jokey tone of voice. Bucky responds that he's not going to follow Captain America, he's going to follow Steve.
Steve: "So, what? You ready to follow Captain America into the jaws of death?"
Bucky: "Hell no. That little guy from Brooklyn who was too stupid to run away from a fight, I'm followin' him."
Bucky refusing to leave without Steve when it looks like he's going to be trapped in the exploding Hydra base.
Erskine and Steve's relationship. You can just see the two becoming closer. In some ways it almost felt like a of a father/son relationship by the end.
Steve and Bucky's Man Hug the night before Bucky ships out.
The shot of kids playing with one of them holding a makeshift Captain America shield. He may be gone, but not forgotten.
Steve looking at his goofy outfit which got him many taunts and such... and then said he actually grew to like it. And while his actual, eventual costume is different, he basically asked Howard to base it on his goofy outfit.
Furthermore, his best buddy Bucky was quick to ask if he'd keep the look (during the meeting where he gathered the Howling Commandos). Makes it all the more poignant that he'd stick to the iconic outfit.
During Bootcamp when we have the exchange on "Why Steve vs Hodge": the CO tosses a grenade, and STEVE leaps to cover it, using his body as a shield to protect the trainees who taunted him!
Not to mention the fact that until he warns her away, Peggy starts to move towards him rather than away. Now, granted the fake grenade test has probably been used in her presence before and she may have realized there was no real danger, it's still telling that her first instinct was to stop Steve getting himself blown up.
Schmidt a) didn't have Zola wear a poison tooth, and b) lent him his cool car to escape in. He's probably the closest thing Schmidt has to an actual friend. Poor genocidal maniac, he just wants a hug. And world domination.
He also gets visibly angry with Zola when Steve destroys yet another HYDRA project. When a HYDRA soldier is brought before him as well, Schmidt immediately executes him for his failure. Zola, however, just gets berated, and its clear that Schmidt doesn't want to hurt the little guy.
However, this could simply be because Zola seems to be the only one capable of producing the advanced weapons and gear HYDRA uses. The Skull likely doesn't want him harmed because he is still useful, rather than because of any friendship.
Bear in mind the Skull also gives Zola the keys to his Cool Car to escape the factory; Also, after a point in the film, HYDRA actively stop deploying any new designs like the rifles and tank cannons the Tesseract powers - If the Skull wanted to go all You Have Failed Me on Zola, he'd have done it during the film.
The last that we see of Peggy, she's looking at Cap's file while the Strategic Scientific Reserve closes up shop. She opens the file and tearfully smiles at a photo of a pre-Serum Steve, indicating that Cap may be long gone, but she's certainly not forgotten about him.
Gilmore Hodge, the soldier that disrespected Peggy earlier on and bullied Steve during training, is seen in the background applauding Cap after he brings back the 400 POWs. It's a two second long bit, and Hodge isn't actually the focus, but his body language doesn't imply he's just paying lip service, but thinking a sort of "Well, shit, he is a badass!"
A real life one: the fact that Joe Simon lived long enough to see the film, and how well it was received, before his death a few months later at age 98.
During the "Star-Spangled Man" montage, we see various kids completely invested in the USO's Captain America campaign, with some happily reading his comics and more getting into one of Steve's performances by alerting Cap of the (fake) Hitler. It's small in the grand scheme of things, but a good view of how children believe in heroes.
When Cap is found on ice, an unnamed SHIELD Agent demands that Nick Fury be woken up and told the news, because Captain America has waited long enough.
The mere fact that Captain America is still fondly remembered at all long after those early USO shows says a lot about the impact he's left on his fellow Americans.
The looks on the other soldiers' faces as Cap comes marching in with their rescued brothers-in-arms. It's a very powerful moment. Even Phillips is touched. He's a man made cynical by the harshness of war, but now... Seeing this, seeing the one determined young man really pull it off, has rekindled the fire of hope in him.
Bucky leading the cheers by yelling "Hey! Let's hear it for Captain America!"
After catching the Hydra spy (although failing to take him alive), Steve realizing what he just did. He's spent his entire life trying to stand up for other people, trying to do the right thing, but failing because his body can't keep up. And now he's at the peak of human condition and nothing is holding him back from being, well, Captain America.
At the end of the one-shot, despite being constantly put down by her male-chauvinist boss, Howard Stark asks her to run the newly formed SHIELD with him, effectively making her a predecessor to Nick Fury and/or Maria Hill.
Bucky and Steve's relationship in general. It would have been easy for Bucky to become The Resenter after Steve's transformation, but he's never anything but a loyal friend the whole movie. They're as comfortable and jokey with each other in their last scenes together as they are in their first scenes, despite everything that's changed for them.