These characters have been slowly set up since Phase One of the Marvel Cinematic Universe.
These are all the essential watches prior toThunderbolts*.
This is whereBucky really takes off as one of the most complex characters in the MCU.
Black Widow (2021)
Four members of the Thunderbolts are introduced inBlack Widow.
The character simply needed more development and a better script whichThunderbolts*could provide.
Hopefully,Thunderbolts*will explore what happened with her sinceAnt-Man and the Wasp.
Especially with its rather dark and surprising ending featuring the Blip, which included Bucky turning to dust.
All the events inAvengers: Endgamewould set up more to come in Phase Four.
On top of that,The Falcon and The Winter Soldierintroduced Wyatt Russell as John Walker AKA US Agent.
He’s essentially what would have happened if Steve Rogers was never picked for the super soldier program.