sinistral | Memories

Between HYDRA's reprogramming, cryogenic freezing, and mind wiping, Bucky's mind is shot full of holes. The Winter Soldier shows that he doesn't even remember who Steve Rogers is and Civil War shows a journal he's been keeping, presumably to help him piece back things as he remembers them. He does seem to remember more, the more he's in Steve's presence, though whether it's because he's known Steve the longest and therefore Steve factors into a lot of memories or it's just the fact that Steve is familiar to him and that triggers his memory is unclear. Here is what the movies show that he does remember:

★ Steve's mom's name is Sarah
★ Steve used to wear newspapers in his shoes
★ The time they had to ride back from Rockaway beach in the back of a freezer truck. They used their train money to buy hot dogs. Bucky blew $3 trying to win a stuffed bear for a redhead; he didn't remember her name. Steve told her she was named Delores and that Bucky called her Dot.
★ He's aware of the words that trigger him, knows exactly what's happening to him when someone starts to speak them. He appears to try to fight it but if they can be completed the Winter Soldier programming is activated fully.
★ He was kept in Siberia, aware of the exact location. He stole the serum that made the other five Winter Soldiers. He was used to train them, at least in combat/fighting. In Bucky's words the other Soldiers turned out "worse" than him and that the doctor controlled them "enough." They had the serum injections willingly, which may imply that no brainwashing/control words were needed.
★ He remembers every single mission (implication: assassination) the Soldier completed. In The Winter Soldier Natasha states that Bucky is credited with over two dozen assassinations over the past fifty years.

There are also specific flashbacks to what he went through at the hands of HYDRA, specifically the procedure of grafting that metal arm onto his body:

★ [under construction; self just upload those screenshots already geez louise]

Finally, the words used to trigger the Winter Soldier personality, and here mostly for my own reference as I am not, and do not pretend to be, familiar at all with the Russian language:

English	Cyrillic	Romanized
Longing	желание	zhelaniye
Rusted	ржaвый	rzhavyy
Seventeen	Семнадцать	Semnadtsat'
Daybreak	Рассвет	Rassvet
Furnace	Печь	Pech'
Nine	Девять	Devyat'
Benign	добросердечный	dobroserdechnyy
Homecoming	возвращение на родину	vozvrashcheniye na rodinu
One	Один	Odin
Freight Car	грузовой вагон	gruzovoy vagon