Steve saves New Jersey from a Nuclear bomb about to be detonated by some crazy Nazi Red Skull cultists.
He takes off the Detonator from the bomb and throws it out the window.
The detonator explodes.
SHIELD and Fury come in in hazmat suits, they find some of the dead Nazis and search frantically for Steve and his vibranium shield (which would have survived the blast).
Nothing is found
Captain America is declared dead.
This is how his friends, enemies, and the rest of the world react.
From Captain America vol 3 #50 (I highly recommend everyone to read this because it was awesome, and it has the best eulogy from the Falcon).
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