Previously: Bucky was chillin' in the gulag, engaging in prison fights and being mindprobed for information about Soviet sleeper agents in the US so that Colonel Rostov can sell it to the highest bidder; Natasha went AWOL to rescue him; Steve and Nick Fury were investigating some ill-defined Russian conspiracy stateside.
Four scans from Captain America #619.
Natasha cuts a deal with a mob contact to take out some of his rivals in exchange for some shit that she needs to spring Bucky. Making her way there in a helicopter, she narrates about the execution of her "one-day plan" (much as I enjoyed Marjorie Liu's story, I don't think any contemporary writer gets this character as well as Brubaker does).
Cresting the ridge, however, she finds that the prison is already on fire, as Bucky is effecting his own escape. They meet up eventually:
The issue ends with Steve telling Obama and co. that Bucky was framed, but Obama doesn't like this whole mess, and says there's no way that Bucky can continue to be Captain America. Which...doesn't fit very well with Fear Itself.
In light of that event, I'm sure most people will be reading this with Bucky's future in mind, and I'll say that this issue reinforces what I already thought: there's no way this is meant to be Brubaker's last 21st century Bucky story. The villain of this arc is still at large, with information stolen from Bucky's head, among other things.