Friendship and loyalty

One of the examples in this movie that shows friendship and loyalty is during one of the first main fight scenes, when the Winter Soldier's mask falls off and Steve recognizes him as his childhood friend that he believed was dead. When Steve sees this, he immediately stops fighting Bucky. Part of this reason I believe is shock, but the other part is the fact that he doesn't want to hurt his best friend.

The second example of friendship and loyalty is during the final fight scene, when Captain America is practically on the verge of unconsciousness, and the Winter Soldier is beating him up, and Steve says, "I'm not going to fight you Bucky, you're my friend." Steve refuses to hurt Bucky any more than necessary, even if it means dying. At the end of all of this, the Winter Soldier kind of remembers Steve enough to save him from drowning.