The MCU is full of many a love story. Some are better fleshed out and received than others, but they all have their place in the story. And in the full scope of Marvel Comics as a whole, there are even more love stories and romantic plots to explore. Of course, they can't use all of these in the MCU and not all of them would work with the plot points the franchise is hitting. There is one big one though, that could have benefitted both the overall story and the individual characters involved.
This may be a surprise to fans who don't have an interest in the comics, but two very prominent MCU characters actually have a ton of romantic history. The characters of course are Natasha Romanoff/Black Widow and Bucky Barnes/Winter Soldier. The characters first meet after she is entered into the Red Room, the Soviet training program that turned her into the weapon she is. They meet again in the Captain America series and, as they fight, they have flashbacks about each other. It's revealed that Winter Soldier was actually part of Black Widow's training and during that time, they had a romance. And in the comics since then, they've shown a lot of chemistry and have a connection where they help each other through many things.
Though both characters have been really prominent in the MCU, both kind of becoming fan favorites, they've not had too much interaction at all. Black Widow and Winter Soldier are, in many ways, similar to each other. Both of them were brainwashed, and trained to be super soldiers for a country that used them. While there have been a few subtle hints throughout the series that they have a bit of history, nothing has been mentioned or confirmed. There also has been zero mention or display of a past romance or current connection. It's technically possible that they could go into this in the future, but Black Widow has now died in the MCU so this wouldn't really make much sense at all. Ultimately, this kind of feels like a missed opportunity.
The MCU hasn't gone anywhere with a Winter Soldier romance yet, but Black Widow is no stranger to a romantic plotline. She has multiple "almost relationships" with multiple male characters in the franchise, including Steve Rogers/Captain America and Bruce Banner/Hulk. Even her introduction in Iron Man 2 portrays her as having quite a degree of sexual chemistry with Tony Stark/Iron Man. Ultimately when she dies, she does it as a sacrifice so Clint Barton/Hawkeye can live. Black Widow and Hawkeye actually never had a romantic plot, however they were very close. None of these stories go anywhere really, and not much of it makes sense in the context of the whole franchise.
A Black Widow and Winter Soldier romance could have made sense. Why they went through the trouble of teasing Black Widow romances with so many of the other characters, but didn't pursue one with the person she had most potential with, is strange and a wasted opportunity. Their pasts are so similar and so is their trauma. Even if they didn't have the history within the MCU that they do in the comics, things still could have happened between them based on that kind of connection alone. This would have felt a lot more genuine and authentic than some of the other romances. It would have been a chance to develop the couple, because individually neither of them saw all that much character progression, and could have added an interesting element to the overarching plot.
While nothing at all is confirmed, some do think that their past relationship is canon to the MCU. This is because there are a few little things that could be hints as to the characters having a past. In Captain America: The Winter Soldier, Black Widow mentions encountering Winter Soldier before and that he had shot her. There is also an instance in Captain America: Civil War where whilst the pair are fighting, Black Widow says "you could at least recognize me." Some think this is a reference to their past at the Red Room, and could include their romantic relationship, but it's kind of unlikely as it's literally never mentioned otherwise.
The story of Bucky Barnes/The Winter Soldier really is only just getting started in the MCU, after the huge success of The Falcon and the Winter Soldier on Disney Plus. However, the story of Black Widow is ending. The Black Widow movie coming out this summer does have maybe some potential to offer insight into whether the pair ever interacted in the past, if it goes deep enough into her backstory. All of that seems kind of frivolous at this point though, because it can't go anywhere.
There are rumors of a new Black Widow stepping up to take the mantle, and perhaps that could be where they input this romance, but of course that's not confirmed even a little bit. As a whole, it just seems like a weird decision to leave out this part of their story, and it's interesting to think what could have been. What might have gone differently had they decided to go there?