The final conversation over the radio between Peggy and Steve. Them making plans to go dancing even though they both know Steve isn't going to make it and then the signal being cut off.
"We'll have the band play something slow. I don't want to step on your--"
Even Phillips is trying not to cry, which somehow makes it sadder.
Howard Stark's reaction upon finding the Cosmic Cube: "Keep looking."
Double that if you remember what Nick Fury said about Howard in Iron Man 2. Howard later went on to become a founding member of SHIELD. That's right. Howard helped found a group that was undoubtedly named in Captain America's honor.
In a strange way, this troper finds the kiss scene between the secretary and Steve incredibly sad, because not only is it made clear that Steve is pretty uncomfortable with what's going on, but also that the woman's not really interested in him at all. She doesn't care about the giant sweetheart of a man we've all been falling in love with for the past hour, she's interested in his looks and in Captain America, and when you add in the fact that it was probably his first kiss, it becomes even worse.
Dr. Erskine being shot and dying in Steve's arms. He's not able to talk in his final breaths, but points to Steve's heart to remind him that even with his new strength he must always stay true to who he really is. "A good man."
After Cap crashes the plane & is presumed dead, the film cuts to people celebrating the end of the war... and then we see the remnants of the Howling Commandos, sombrely raising a glass to their fallen friend whilst everyone around them is celebrating.
Made worse when you consider scenes like that ACTUALLY HAPPENED at the end of the real life war, as men toasted their fallen brothers.
The above is followed by a scene of the SSR closing up shop, as we see Peggy tearfully looking at Captain America's file, then opening it to reveal that she's looking at a picture of pre-Super-Soldier Serum Steve. That, coupled with the sombre music playing in the background never fails to make the tears flow.
"People forget that the first country the Nazis invaded was their own."
This troper's veteran father always tears up during "The Star Spangled Man" due to the sheer loving patriotism of the song.
There's a bit when Steve and Bucky are on a double date and Steve offers his date a bag of peanuts, only to get glared at in return. It's brief, but it gives you an idea of how marginalized Steve has felt for most of his life.
When Bucky is rescued by Steve he can be heard deliriously muttering the same thing under his breath over and over again. What is he muttering? His name, rank, and serial number, one of the few things captive soldiers are allowed to tell their captors. If the room he was in didn't convince you he was being tortured then that should do the trick.