SlashFilm is reporting that during a set visit for Captain America: The Winter Soldier, it was revealed that the ending of the film will have major ramifications for the Marvel Cinematic Universe and Avengers: Age of Ultron. Director Joe Russo says:
Yes, it impacts everything. That has always been there. So it was easier to do the script work because it had such a clear spine to it, such a strong spine. They were already playing with the themes we wanted to push into more. I relate to those themes of Cap, the loneliness that he feels and the sense of isolation that he has, that makes him an extremely endearing character, so we wanted to push those as far as we could.
Captain America: The Winter Soldier hits theaters April 4.