The luggage car. Talk about adding insult to injury. Steve doesn't look happy, even if he is glad that it sounds like Bucky doesn't just vanish forever, his soul gone, or any of the myriad horrible things Steve might have been imagining.

But he does also realize that if it's happened several times... that sounds pretty horrible, too.

Just like the sound of I don't think there's anything you can do for me is horrible. Because he can't just leave like nothing's wrong. This Bucky might be from somewhere different, but he's still Bucky. He's still a person who should have a choice. "You're asking me to abandon you," he says quietly, unhappily. "I don't like the idea of that at all. How many people are on this train, in the first place?"