Arnim Zola's appearance was enough to have fans asking for more, but the producers of the show aren't so quick to jump to season 2. The details on brainwashing shows Bucky's transformation from Captain America's partner to his greatest enemy. This could lead to a possible cameo from Winter Soldier with them setting up his procedure so much. Nonetheless, Peggy's story can continue with great plot points and story lines. The producers of the show had this to say, "When we were figuring out the show and the backstory of the show, we had a really nice story about who Peggy is and where she came from. We just didn’t have any time. I would love to tell that story...That’s one of our strongest ideas for the second season: What makes Peggy, Peggy? We like what Peggy is, but if you ask some hard questions, you might wonder: but why is she that way? We have some thoughts on that." What does this mean? Could there be a season 2 with a Winter Soldier cameo? Time will only tell!