It was a Steve/Bucky fic that I read on ao3 a while back.
In it, Steve had Natasha gather info on living members of Red Room, and he systematically tortured and killed them. He was trying to get information on where they buried Bucky, as he thought they had killed him years ago. However, when he was torturing one Red Room official, the guy revealed that he was hiding something in a secret basement. Once they were down there, Steve found that Bucky wasn't dead at all!
Any help would be very much appreciated!