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Genius Bonus: His codename. While the in-story explanation is that he was kept on ice between missions, it also references the "Summer Soldier" described by Thomas Paine as one who shrinks from service in the time of hardship. The Winter Soldier is thus one who endures.
Also, the "Winter Soldier Investigation" was an actual media event meant to publicize war crimes perpetrated by US forces in the Vietnam War. And as we all know, Bucky is no stranger to war crimes.
Iron Woobie: Bucky was orphaned at a young age, fought in one of the worst wars mankind has seen, lost limbs and his memory, was made to betray his country and act as an assassin for sixty years. When he began a relationship with a young Natalia Romanova, he got put in a jar. He eventually got his memories back and he saw his best friend killed. It got better after that, until he was hung out to die by his government, convicted for treason, extradited to Russia , and eventually faked his death.
Replacement Scrappy: Averted. Bucky's run as Captain America was so beloved that even after Steve's return, the fans still wanted a little bit more of him.