"The Winter Soldier’s relationship with Alexander Pierce is a direct parallel to Steve’s relationship with Nick Fury. Steve is able to doubt Fury’s trustworthiness because he has a solid bedrock of moral certainty, but Bucky never had that luxury, even back when he was fully himself. Now, Bucky’s mind is a quicksand, and Pierce may be the only vaguely familiar face he knows. Having imprinted onto Pierce like a baby duckling, why not believe him when he says the Winter Soldier “shaped the century”? (Yet another parallel between Steve and Bucky, by the way: Captain America shaping the world as a heroic icon and comicbook character, while the Winter Soldier shapes things from the shadows, carrying out anonymous assassinations on behalf of HYDRA.)
The Winter Soldier’s facial expressions are almost childlike in the lab scene, and the way he passively accepts that mouth guard tells you everything you need to know. He could probably kill everyone in the room within seconds, but instead he just lies back and lets them torture his brain to mush for the hundredth time. Before now he seemed like such an intimidating figure, but this scene shows the Winter Soldier as what he really is: a little kid or a blank slate into which people insert their own goals and missions, fully-formed.
"But I knew him," he says in miserable confusion, sure that he recognises Steve’s face. But Pierce, the voice of God, refuses to explain any further. Sebastian Stan’s entire acting career of weeping while being emotionally abused by unpleasant father figures has all been leading up to this role, and I for one am not amused."
— CATWS: The Tragedy of Bucky Barnes