*Spoiler*
I have no doubt that they're planning on bringing Bucky back. Not only was there no body shown (an old comic book/soap opera adage that is almost always true), but I thought that him picking up and using the shield on the train was a not-so-subtle nod to his stint as Steve Rodgers' replacement as Cap for a time. Add on to that reports that both Marvel and Joe Johnson loved Sebastian Stan, I think that one way or another, he'll be back.