War Killer was kind enough to put together a list. Here's what he had to say (references are to Captain America v5):
This is timely for me. I'm not a Cap fan, but I've been thinking about reading the story arcs where Bucky returns, where Steve Rogers "dies", where Bucky becomes Cap and where whatever is going on with Bucky and Steve right now happens. What are the key story arcs/issues I should be reading? My research so far says Cap vol 5 1-14 (Winter Soldier) and 25-42 (Death of Captain America), Captain America: Reborn miniseries... what else would you include in the core 'must read'?
Recommended Storylines for Bucky:
- Winter Soldier (Captain America #8, #11-14)
- Red Menace: Book Two (Cap #18-21)
- Death of the Dream (Cap #25-30)
- The Burden of Dreams (Cap #31-36)
- The Man Who Bought America (Cap #37-42)
- Captain America: Reborn
- No Escape (Cap #606-610)
- The Trail of Captain America (Cap #611-615)
- Gulag (Cap #616-619)
- Fear Itself (#2-3...this may change depending on how the series ends though, just a heads up.)
blur1528 also had the excellent suggestion of catching up via Marvel Unlimited and pointed out that you can get a free 1-month trial just by giving your contact info to Dr. Pepper in this promotion. Once you sign up they also offer you an optional second month for $1.
That pretty much covers everything for Bucky from Winter Soldier, to Captain America, to present. Though for both Steve and Bucky (if your budget allows) I'd personally suggest picking up all of Brubaker's run on Captain America just for the heck of it while your at it xD