We know that the MCU follows a timeline. And thus, it may be that WandaVision ties to The Falcon and the Winter Soldier. FYI, there is a thread.
The Falcon and The Winter Soldier takes place after the events of Avengers: Endgame and parallelly, if not after, WandaVision. Keeping in mind that the leads are, and were, members of the Avengers, their stories might be connected in some way. Here’s how.
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The Sokovia Accords
Every battle that the Avengers fought had “consequences”. And Captain America: Civil War was the outcome of it all. The Sokovia Accords were put into effect that made the Avengers responsible to the UN for their actions. This was after New York, Washington DC, Sokovia, and Lagos. 4 cities destroyed with thousands of casualties was something that had to be “put in check” as soon as possible. And it was.
However, Wanda Maximoff, Sam Wilson, and Bucky Barnes were among those who were outside the law and a part of Team Cap. And they still are vigilantes-on-the-run in The Falcon and the Winter Soldier.
Wanda Maximoff in WandaVision
In WandaVision, we see Wanda escape in a reality of her own to get away from her past horrors and her grief. This grief was, in part, the result of the loss of lives at Lagos for which she was responsible. It eventually brought about the Sokovia Accords and led to the fight between Team Cap and Team Iron-Man. And had it not been for Thanos, the Avengers would not have “assembled” back.
In episode 5, SWORD director Hayward Tyler shows Monica and the others footage of Wanda breaking into a SWORD facility and “stealing” Vision’s body (although we do not see the “stealing” part and we know that she didn’t) as the CCTV camera went off (a deliberate move by Tyler). Driven by this, Jimmy Woo says that this action of Wanda puts her in “direct violation of Section 36b of the Sokovia Accords.” This proves that the Sokovia Accords are still in play at large and perhaps new laws are being implemented with time.
Sokovia Accords in The Falcon and The Winter Soldier
The Falcon and the Winter Soldier clearly has the Sokovia Accords in play. This is evident from the fact that we will see John Walker AKA the government-sponsored Captain America. On the other hand, we have Sam Wilson who will be carrying Captain Steve Rogers’ shield that he passed on to him. Sam Wilson is the next true Captain America. However, in the eyes of the government, he is still a vigilante and so is Bucky Barnes AKA the Winter Soldier.
While Bucky was not responsible for the explosion at the UN Meet in Vienna, he was responsible for countless deaths including that of Howard Stark (as seen by the US government). So, in other words, he, too, is a fugitive, one on the run.
So, it is the Sokovia Accords that ties WandaVision and The Falcon and The Winter Soldier together. A hostile view towards superheroes— from S.W.O.R.D and other such agencies- will likely intensify. And this will be so among the general public too. It will also likely fuel the US government’s agendas like the US agent, John Walker, and the anti-superhero policies of Baron Zemo and more like him. Thus, all that Sam Wilson and Bucky Barnes will go endure, in The Falcon and The Winter Soldier, are a direct result of Wanda’s actions and the events of WandaVision.