Captain America is a fictional character in the Marvel Cinematic Universe (MCU) portrayed by Chris Evans. There are different storylines and events that happened to Captain America in the MCU, and some of them are:
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Avengers: Endgame: In this movie, Steve Rogers went back in time to return the Infinity Stones and Mjolnir to their proper places in time, and then he went to the late 1940s to live decades with his one true love, Peggy Carter. When we last saw him, the now-elderly Steve Rogers returned to the MCU’s present day to give a fresh version of his vibranium shield to Sam Wilson.
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The Falcon and the Winter Soldier: This series on Disney+ didnt confirm the status of Steve Rogers in the MCU, but his legacy as Captain America weighed heavily over the series, particularly over Sam Wilson and Bucky Barnes. Sam would eventually come to terms with what being Captain America actually means, but while the MCU has a new star-spangled man-with-a-plan, its clear the world still doesnt really know what happened to Steve Rogers after Avengers: Endgame.
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The Death of Captain America: This is an eighteen-issue Captain America story arc written by Ed Brubaker with art by Steve Epting and published by Marvel Comics. The arc first appears in Captain America (vol. 5) #25–30. In this storyline, Captain America is taken into S.H.I.E.L.D. custody where he is assassinated per the order of the Red Skull. Crossbones snipes at him while Sharon Carter (Agent 13; Caps girlfriend), who has been brainwashed by Doctor Faustus, posing as a S.H.I.E.L.D. psychiatrist, delivers the killing shot. Overwhelmed with guilt, S.H.I.E.L.D. director Tony Stark and Black Widow hunt Captain Americas murderers.
In summary, Captain Americas story in the MCU ended with his mission to return the Infinity Stones in Avengers: Endgame, and he gave his shield to Sam Wilson. His whereabouts after this remains a mystery, and there are different theories and storylines about what happened to him.