He only remembers that he was the Winter Soldier and someone named James. He wants to kill whoever did this to him, whoever made him forget Natalia.
But here he is, sitting atop a building, resisting all his murderous rages, because he promised her that he would wait for her here.
"I'm glad you're here." He turns around and sees the redhead walking up to him.
"I don't really remember much except something you told me."
"Yeah?" she asks, curious.
"You told me you would always find me," he admits. Even though he knows what other people are telling him about who he used to be, this is the only thing that feels real to him.
I will always find you.
I will always find you.
I will always find you.
He keeps repeating it to himself, hearing it, playing with it, touching it.
Sadly, he is no longer Bucky Barnes or the Winter Soldier. He's just James Buchanan Barnes, trying to figure out who he is again. And James's only memory is of the redheaded woman, who he now knows is Natalia, who always chased after him. And he would always try to find her, even though he didn't know that at the time. This is why, even though he would push her away and leap off tall buildings, she would come after him. And why, even though he knew the Russians were using himself as bait, he had a strange faith that whoever came after him would come out of it alive. Or why his latest missions always ended up in the United States, because he knew, somehow, that someone important to him was there.
When the Russians told him to steal the Tessaract, he would take it, and there she was, preventing him from completing his mission. We need you in New York City, and she followed him there. He knew now that he was always waiting for her to come back for him and trying to make it easier for her to do so. She had been someone important to him, someone he had pushed away to keep safe.
Natalia was someone he had been looking for this whole time, even when he was brainwashed and couldn't remember her or Steve anymore.
He knew all of this now, but he wished he could feel it as well. He stared ahead into the sky, just...thinking. About what he had lost and everything he had gained.
Natalia looked at him and sighed. "I don't want anything from you, okay? I just...need you to know that wherever you go, whatever you do next, I'll always be here for you." She wasn't sure how much he remembered of her or Steve, but she didn't want to force him to stay here if he didn't want to. She was just relieved that he was finally out of their ex-superiors' clutches.
But for James, Natalia was his anchor, a connection to a story he wanted to listen to.
"Natalia... start from the beginning."
And she does.
It started with a Black Widow and a Winter Soldier.
And then, against all odds, they fell in love.