Adding End credit sequences is a phenomenon mad popular by Marvel Movies. The way they built up 'Avengers' through end credit sequences via stand alone installments is known to every movie buff. Now a days people are as much as or more excited about these teasers as the main picture. Only Iron Man 3 in the Marvel cinematic universe didn't have a significant end credit scene.
Coming to Captain America: The Winter Soldier, its the final stop before the mega multi super hero starrer sequel Avengers 2 and there are 2 Easter eggs - one mid credit scene and another end credit scene.
[Marvel's next release 'Guardians of the Galaxy' is said to be a stand alone film, eventhough we get to see a character from GOTG universe in the Thor 2 end credit scene, which might be leading to Avengers 3, involving Infinity Gem and Thanos, the purple guy you see in Avengers end credits]
Spoiler Alert - If You Haven't watched the movie yet, proceed at your own risk.
Mid Credit Scene - The Important One
This was directed by Joss Whedon, Director of Avengers, Avengers 2.
Samuel L Jackson towards the end of the movie says HYDRA threat is not totally eliminated and there are members working still in different parts of the world. We get to one such alive and kicking HYDRA bunker in an undisclosed location where we get to see General Baron Wolfgang von Strucker a Nazi super soldier and one of the remaining HYDRA leaders, showing a colleague Loki's Scepter which was lost after 'New York incident'. Then he talks about the 'Age of Miracles' being upon us and introduce us to new important characters, Quick Silver & Scarlet Witch, who are going to play important role in Avengers 2: Age of Ultron. While QS is running around the small cell he has been kept it, hitting the walls each time, SW is playing with some sort of cubes, making them float in air and move around and finally crash agaist each other before we get to the remaining credits.
Qucik Silver & Scarlet Witch are twins, muants and more importantly children of 'Magneto' from X-Men comics. Since the rights for 'Magneto' and term 'mutants' are with Fox don't expect anything of that sorts in Avengers 2 [another version of Quick silver will also be seen in X Men Days of Future Past].
Quick Silver is blessed with super speed and is be played (in Marvel Cinematic Universe) by Aaron Taylor-Johnson (Godzilla, Kick-ASS). Scarlet Witch, who has tele kinetic abilities, will be played by Elizabeth Olsen (Godzilla, Old Boy).
Avengers: Age of Ultron Concept Art
From the sets of Avengers: Age of Ultron
End Credit Scene
We are back to the Smithsonian museum (shown in the beginning). We get to see Winter Soldier in normal human attire, listening to the commentary via PAS about CAP and World War 2. He also spots the Bucky Barnes banner, throwing more lights into his past that has been wiped clean from his memories by HYDRA. We gets a close up shot of WS, with dramatic music in the background, before the scene cuts to Marvel Logo and the message 'Captain America' will return in 'Avengers: Age of Ultron'.
Nick Fury is touring Europe to flush out and eliminate remaining HYDRA members, while CAP and Falcon is going after WS, CAP's former friend Bucky Barnes. Will that be the story of CAP 3, tough to tell at this stage.