The fact that...she's the only one who calls him "James" are nice twists. Ooh, this. I mean, I know Bucky was his codename back in the day, and that the soldiers probably called him that, but I really wonder why he doesn't prefer to be called James (although I can probably see why he wouldn't want to be called Jim or Jimmy) more regularly.
Theirs is a really interesting and intriguing relationship. I might just have to pick this up to see what the writers/artists do with it, and of course to learn about Natasha herself (clever of Marvel to release a miniseries about her shortly prior to the movie, isn't it?).