They find a flat stone and Steve carefully etches out 'James Buchannan "Bucky" Barnes. 1917-1944' across the surface. His hands shake, though it's nothing to do with the cold. He ignores the little scuff marks that makes. He's not capable of making this any neater right now.

On a flat ledge, overlooking the tracks below, the six of them dig a shallow grave in the frozen soil.

Dum Dum offers up a pack of cigarettes. They were Bucky's favorite brand. Dugan had consistently made sure to keep an extra pack on hand whenever possible, just in case Sarge wanted to bum one. No reason to keep them now - not when he'll never have the heart to smoke them himself. They go to rest in the frosty ground.
Dernier adds a flask of strong whiskey (Bucky's drink of choice) to the offering, nestling it down into the cold earth. Flakes of half-hearted snow drift across the surface of the metal.
Steve produces an old photograph that he's been carrying in his pack since he shipped out - Bucky back home, grinning on his mama's front stoop. The picture is close to five years old now. Buck had been a happy kid then. Nothing bigger to worry about than holding down a job, maybe going dancing on the weekends. That's the Bucky Steve wants to remember. He sets the grainy, beat-up image on top of the smokes and they all stand in silence around the paltry offering.

"To Sarge." Morita finally says, voice rough. "He was a helluva guy…"

"Th' best…" Steve mumbles. If his cheeks are wet and stinging in the cold, none of them mention it.

They each take turns, gently laying shovelfuls of earth over the sad little pile, until there's nothing to be seen but a small mound of freshly turned dirt. Steve slowly, deliberately, presses the carved stone over the center of the mound, breathing slowly, in and out, through his nose.
He doesn't stand immediately; just crouches in the snow, fingers resting on the cold surface, eyes staring sightlessly into the distance. He couldn't say how long he stays that way, time flowing uncaringy on without him.

When he feels the first sob wrack through him, though, he knows the others have already paid their last respects and drifted back to camp. They've left him alone with the dead.

"I can't believe you're gone, you big jerk…" Steve murmurs, choking on a laugh that tumbles headlong into a sob. "Christ, Buck... I was supposed to go first." he breathes out, the words stinging in his throat like acid. "I was always supposed to go first, an' now…" His face falls into his hands and he can feel his shoulders shaking as he struggles to get the words out around the tears that are jammed in his mouth, weighing down his tongue.

"Y'can't leave me here… I don't know what to do without you…" He falls silent with a muffled sniffle.
The wind whistles below, mournful wailing the only sound for miles.
With effort, he swallows down the burning rawness in his throat and goes on. "It's my fault, I know. I-. God...I'm so sorry, Buck, it was my fault, an' I should've-" He breaks off, staring down at his hands. His huge, fucking useless hands. "They made me into this super… thing and I couldn't even-... I should'a … I should'a caught you. I should'a reached."
He sucks in a shuddering breath, trails of heat tracking down his cheeks as the tears break free. He makes no attempt to stop them.

After a few moments of trying to catch his breath, he unfastens the collar of his uniform with shaking fingers, and fumbles for the warm metal tags around his own neck. Draws them out and yanks them free with one sharp tug. The ball-chain dangles from his hand, snapped on both ends. Two chains broken. That suits.
"Hang onto these for me, yeah, pal?" Steve murmurs softly, brushing aside the snow and pressing his own dog-tags down into the earth right below Bucky's stone. Delicate white frosts them within moments, and they slowly start to vanish from sight. "Not gonna need 'em now."
He chokes on a breath and shivers, scrubbing a hand across his face. " Who's gonna miss me? Next'a kin is right here."
Unconsciously, he lays a hand over Bucky's snapped tags, coiled in his breast pocket.
"Fucker'll pay, Buck. I know it won't bring you back, but I swear to god I'm gonna make him pay." Something cold and hard solidifies in the pit of his stomach as he stands unsteadily, then slowly brings himself up to sharp attention and throws a crisp salute to the rapidly vanishing grave, dusted in snow and ice. "Rest in peace, buddy."

Then he turns and walks away on shaking legs, the tears slowly drying as he goes. He ignores the stabbing empty feeling that echoes through his core. He'll deal with that later.
Right now, he's got work to do and people to end.

HYDRA made a grave mistake in targeting Bucky Barnes. Anybody that lays hands on Bucky ultimately answers to Steve. And Steve is done taking prisoners.