Following what is likely the character's final appearance in Black Widow, the MCU has still not explained Natasha Romanoff's last mystery from Captain America: Civil War. As a world class spy with a complicated past, Natasha had many secrets, some of which were eventually answered in her solo Black Widow movie in 2021, like how she first became a black widow assassin. Yet, other secrets she seemingly took with her to her grave.
Her supporting roles in many other Marvel movies over the years provided bits and pieces of Natasha's backstory, like when she and Hawkeye discussed their time together in Budapest during the first Avengers, or when Natasha opened up to Steve Rogers in Captain America: Winter Soldier. Although Civil War primarily focused on Tony Stark's crumbling relationship with Rogers, they weren't the only Avengers drudging up the past. Natasha in particular delivered a throwaway line to the Winter Soldier that sparked many questions from viewers eager to learn more.
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After Bucky Barnes went rogue in Civil War, he briefly fought against Black Widow, who said to him, "You could at least recognize me." The line seemed to hint at some kind of history between the two that has yet to be revealed in the MCU. One theory connects them to their backstories in the comics, wherein Natasha was trained by Bucky in The Red Room, since they were both products of Russia's super-soldier program. The MCU has provided no evidence that their paths crossed during this time, but it is certainly possible that they encountered each other while working for Hydra. Although this explanation does not quite line up with what Black Widow told Steve in Winter
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