Though it would've been awesome, the Winter Soldier himself aka Bucky Barnes does not appear in Age of Ultron, and given the immense juggling act Joss Whedon already had to perform, it shouldn't be too surprising. Even so, his presence is still hinted at during the post-mission party at Avengers Tower, where Cap and Falcon are talking and briefly mention the missing person's case they're dealing with, an obvious reference to Bucky. Bucky should be a major part of Civil War, especially considering the likelihood that the movie will end up with Steve Rogers dead and Bucky taking over the Captain America mantle for the future. It certainly makes sense to keep him in the fans' consciousness, even if in a rather subtle way. The manhunt is ongoing, but it's sure to come to a head next year...