After three months, Natalia reaches out to James and they sit underneath the trees in Central Park. Natalia tells him that she and the Winter Soldier would do something like this after training each day in Russia. This is a memory James wishes he could recall, but he just can't, unless he wants to start getting frustrated again about how he can't remember the stories anymore.
Out of pure curiosity, James naturally asks her about the archer who forced him to remember. She gives him a confused look before she realizes what he's trying to ask her. Natalia only explains that she and the archer were close-no, they are still close, whatever the archer's feelings for her- but they came to an understanding a long time ago that her heart was always elsewhere in a cold fairy tale she couldn't bring herself to forget.
Bucky thinks, This is your chance! James ignores that and reflects on how he didn't believe in such nonsense at first. He can only assume that the Winter Soldier would do exactly what he is about to do, and asks for Natalia to sit closer to him; it is something he would like. Natalia, unsure at how deep their connection really is at the moment, asks him if he minds that she rest her head against his shoulder, and he motions to show that he doesn't care either way.
That, however, is a tremendous lie. He does care. Or maybe it's Bucky or the Winter Soldier who really cares. James has no idea. All he can do is pray hard that she doesn't hear his heart beating rapidly inside his chest, wanting to break free.
Meanwhile, James and Natalia chat about what they've been up to in their time spent apart. He talks about the awe when he saw modern New York City for the first time. She grins and offers for James to tag along on the frequent trips to get Steve reacquainted with the modern world. "You might learn something too," she adds. As she says these words to him, she lifts her head from his shoulder and turns to him and touches him on the arm as a way to pull his attention toward her.
When they get up to explore the rest of New York City, Natalia grabs James by the arm when she wants to show him something he might like and instinctively plays with his hair. He doesn't know her well, but for some reason he doesn't mind her touch and her close proximity to him and he's not sure why he is smiling. During their conversation, they share a joke, and he playfully elbows her in the arm. She elbows him back, and as they laugh together, they are holding hands. Natalia and James's conversation might sound like that of casual acquaintances to an outsider, but if anyone observed the two carefully, he would see that their mutual gestures divulged an intimacy from a past long forgotten.