The first time it happened was when almost all the avengers were watching a movie together. Before they started the movie everyone got comfy on the three couches with their drinks and snacks. There wasn't much space left when Bucky walked into the room. He wasn't going to join but Steve had encouraged him to come up and socialize with everyone. Thor had been friendly, probably more than friendly, so Bucky wanted to sit next to him but he was laying against one arm of the couch farthest to the left and Steve was taking up the rest of the space on the other end.
Natasha and Tony and Bruce all said hey to him as he awkwardly walked over to where Thor lounging chatting with Steve. He stood by Steve for a moment before Thor noticed him.
"Little One! You've decided to join us! Wonderful!" Thor said but didn't sit up so Bucky could join them on the couch. Steve just looked up at him and smiled. Thor had heard of The Winter Soldier before he actually saw Bucky so he assumed the Winter Soldier was a large man like himself but when he saw that Bucky wasn't... larger than life, he called him 'little one' and it just stuck.
"yeah... I um wanted to sit by you or Stevie." Bucky mumbled and looked down at his socked feet. Steve just looked between Thor's feet and his thigh with a confused look cast at Thor.
"Well come here then, the movie is about to start!" Thor said as he got comfortable. Bucky was confused but he stepped towards where Thor's head was. He stood there for a moment before Thor sat up and grabbed Bucky's wrist.
"Oh Little One, you're not very heavy." Is all Thor said as he arranged a very shocked Bucky on his chest. Bucky had his head under Thor's and his legs tangled with the god's.
"He's so warm..." Bucky thought as he relaxed onto the strong body under his.
Bucky was so focused on the rhythmic motion of Thor's breathing that he didn't noticed Tony whispering to Steve or Natasha's phone camera or even Clint bring over a blanket. Pretty soon he was drifting off.
It was so late, or very early, when Bucky woke up. He was out in the living room still and he was on a very big rumbly something. Oh its just a god of thunder.
Bucky was very warm laying on Thor. He was warm and very comfortable and felt safe and this was the best sleep he's gotten in a long time. Thor was sleeping too, probably. Well Bucky thought he was until he heard a deep rumble of a voice.
"Go back to sleep Little One. You were resting so peacefully." Bucky wasn't going to argue and laid his head back down.
That's how movie nights went from then on. Even when there was space for Bucky.