In the first Captain America movie a German Hydra scientist is captured by CA on the train raid where Bucky dies. He is then shown later as a prisoner of the US Army (think of the interview scene with Tommy Lee Jones offering a steak dinner to the prisoner).
Fast forward 50 years or so to CA: Winter Soldier and it is revealed that SHIELD is in chaos because it has actually been infiltrated by Hydra since the very beginning. Bucky is alive and has been subject to powerful mind games. CA & Black Widow end up in an underground computer bunker with an AI computer system that dates back to the 70's & 80's. The AI is the conscience of a German scientist that had been captured by the Allies in WWII and later worked with them as part of SHIELD. He explains to CA how Hydra has always been part of SHIELD waiting for the right time to reveal themselves.
Now head back to the end of Agent Carter. The final scene of the series, which takes place after WWII and the events of the first CA movie, features a captured Russian agent and a German scientist. The Russian is capable of pretty powerful mind games and he has a grudge against Howard Stark & Peggy Carter whom would later be part of the creation of SHIELD. The German scientist, by coincidence, is a Hydra scientist who was captured during WWII and was strong armed by Tommy Lee Jones over a steak dinner into cooperating with them. If a scheming Hydra scientist and mental manipulator were around during the creation of SHIELD pretending to be co-operating but were really working on their own secret agendas.....