The three Captain America movies took the Avenger from World War II to a present-day espionage adventure to a Civil War between superheroes. Through it all, Captain America met and worked alongside some great supporting characters, many of which played a huge role in his development into the hero he became.
In the first movie, Steve Rogers started as a small, weak man who wanted to serve his country, and he finished as the greatest hero in the world by the time he showed up in the present day. Through his story, he picked up essential allies that were important in his journey from his origin in New York to the battle with Thanos. These characters were all important in helping him become the greatest hero the world ever saw.
Dum Dum Dugan
Dum Dum Dugan played a huge role in Captain America's life in the comics since he was able to return in the present day as a life model decoy. However, in the movies, he only played a role in Captain America: The First Avenger as an ally during World War II.
Cap had several allies as part of the Howling Commandos, but Dum Dum stood out and was one of the few Army soldiers who stood by Captain America without a thought of doubt. His lack of story after World War II kept him from being more important to Steve's journey through his movies.
Maria Hill
Maria Hill was Nick Fury's former Deputy Director at S.H.I.E.L.D. and she ended up playing a big role in the defense of America when Hydra came out of hiding and tried to take over the country. Her only appearance was in Captain America: The Winter Soldier.
This was the movie where it looked like Nick Fury died and this sent Captain America, Black Widow, Maria Hill, and more out for revenge as they fought to stop the insurrection. Hill was there to help Steve, mostly when Nick Fury fell in battle, which is why her importance is not as great as others in his life.
Abraham Erskine
Much like Dum Dum Dugan, Abraham Erskine didn't appear in any more than the first Captain America movie. However, he was a more important supporting character, as it was Erskine that turned Steve Rogers into Captain America.
Erskine was also important because he is the man who picked out Steve Rogers and helped choose the man who would lead the American forces to defeat Red Skull. It was also Erskine's death that set Captain America on his trajectory into becoming a hero, making him a very important character, albeit just at the start to Steve's journey.
Howard Stark
Howard Stark was one of Iron Man's most important supporting characters because, as his dad, he ingrained a lot of his genius and determination into his son. However, over 20 years before Iron Man was born, Howard was one of Captain America's top supporting characters too.
Howard played a major role in helping Abraham develop the super-soldier serum, and he also created the almost indestructible shield that Cap carried with him throughout his career, ensuring that creation would keep him as an important part of Steve's past.
Nick Fury
Nick Fury showed up in the end credits of Captain America: The First Avenger and took in Captain America, letting him know he was now in the present-day Marvel Universe. Nick was hugely important in Cap's life, but much of that came in the first Avengers movie and not Cap's own solo movies.
Nick did have a big role in Captain America: The Winter Soldier and was one of the most important supporting characters in that movie. Hydra sent Winter Soldier to kill Nick when the organization began its hostile takeover of S.H.I.E.L.D. It was Nick's apparent death that pushed Captain America to finally topple the terrorist organization.
Sharon Carter
Sharon Carter first showed up in Captain America: The Winter Soldier and played a similar role that Black Widow played in the second Iron Man movie. Just like Nick sent Natasha in undercover to spy on Tony, he sent Sharon in as a neighbor to watch over Steve, and she became one of Captain America's best friends.
However, she grew in importance, first standing up to Hydra and helping stop the takeover of S.H.I.E.L.D. and then helping Cap in Captain America: Civil War, something that caused her to end up on the run from the government. It also appears she should play a role in the fourth Captain America movie as the Power Broker.
Peggy Carter
Before Steve Rogers met and grew close to Sharon Carter, he fell in love with her aunt in World War II - Peggy Carter. It was Peggy who was there with Steve when he became Captain America and the two only grew closer as Cap neared his fate of fighting Red Skull and disappearing to time.
Her importance can't be overstated, as Captain America eventually gave up his chance to remain a hero after the war with Thanos and stayed behind to grow old with Peggy in secret. It was Peggy that drove Steve to be a hero.
Black Widow
Black Widow showed up in Captain America: The Winter Soldier as one of the heroes helping Steve battle Hydra. She had already been introduced in Iron Man 2, but when it came time to find her groove in the MCU, it was with Captain America.
She helped Cap beat Hydra and then went on to team with Steve when the Civil War rolled around. Natasha gave up everything to stand by Steve and remained one of Steve's most important allies in the Captain America trilogy.
The Falcon
The Falcon made his debut in Captain America: The Winter Soldier as Sam Wilson, a military man who became friends with Steve Rogers during veteran meetings. Soon, when he realized Cap needed all the help he could get against Hydra, he revealed the wings the government made for him to use.
Falcon worked alongside Captain America in two of his solo movies, not only a sidekick but a very important ally for the Avenger. He was also instrumental in helping rehabilitate Bucky Barnes and in Captain America 4, Sam Wilson will fully embrace his role as the new Captain America.
Bucky Barnes/Winter Soldier
While Falcon will become the next Captain America, he pales in comparison to Bucky Barnes when it comes to Cap's most important supporting characters. Bucky started out in the first Captain America movie as Steve Rogers' best friend and a soldier who gave his life to stop the Nazis and Hydra.
He returned in the next movie, proving his death was a ruse, and he was a brainwashed assassin known as Winter Soldier, someone that Cap did everything he could to help. His importance was proven in the third movie when Captain America went to war with Iron Man and fought hard to protect Bucky and save his friend's life.