For those that haven't seen Agents of SHIELD, there is a scene in which Skye/Daisy goes to the SHIELD Academy of science and technology. There, she is shown the Wall of Valor. This wall has the names of every agent that has died in action. This wall can be found in every single SHIELD facility around the world.

And on this wall, guess who's name is written on it.
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Yep. Bucky Barnes has his name on that wall of valor.

Now, penny for your thoughts, SHIELD still hadn't been founded when Bucky "died". The SSR still wasn't existent either. Which means, Howard Stark and Peggy Carter made Bucky an honorary SHIELD agent just so that his name was placed on that Wall Of Valor.