The first Captain America was my favourite of the intro-movies, being that it was the only period piece and carried a large weight in the overarching Avengers storyline.... also Chris Evans' abs. But how would they bring this "man out of time" into the modern world without turning him into a gimmick? How would the story continue to be meaningful to the audience, and still profitable to the studio? By changing it's genre, that's how.
While Thor embodies all of the fantasy elements that people crave, and Iron Man brings us all the cool gadgets and snarky retorts, Captain America (Chris Evans) is a soldier no matter which decade he's in. He and Black Widow (Scarlett Johansson) are also the only two Avengers who stay on with S.H.I.E.L.D after the events of The Avengers, and with a noticeably-absent Hawkeye, S.H.I.E.L.D needs them (it's rumoured that Jeremy Renner will be replaced after complaining about his role in The Avengers, which will be a true test of Marvel's resiliency.)
With The Winter Soldier we are brought into a new but familiar world for the Marvel characters: spies! With Black Widow at his side, Steve Rogers must attempt to learn life in the new world while also coming to terms with the new nature of American war. No longer do men go to the front-lines, dig trenches and fight for justice. War is backhanded and secretive. You can trust no one, and the methods for maintaining freedom are often difficult to swallow. Cap and Black Widow are now part of a strike force that could be described as "Navy SEALS on steroids", and it's putting Cap in a major moral dilemma.
If it sounds as if the series has become blatantly political, it truly has. It's impossible to deny the real world connections to Rogers' problems with Nick Fury (Samuel L. Jackson) and S.H.I.E.L.D.'s tactics for both maintaining peace and gathering intelligence. They don't go so far as to directly address drones, but the do everything but. Eventually, Cap, Black Widow, and their new (very cute) friend Sam Wilson aka "Falcon" (Anthony Mackie) must turn against the United States Government to protect it from a secret that may have been borne from within: The Winter Soldier (Sebastian Stan).