Captain America and his chums are captured by the forces that have corrupted S.H.I.E.L.D., who truck them off for assassination. They are freed by Maria Hill, who had infiltrated the enemy forces, and the next time we see Captain America, he has his shield. How? Was S.H.I.E.L.D. really so foolish as to leave it in the back of the truck with him?
1 Answer
As you said, Maria Hill was able to infiltrate the group of S.H.I.E.L.D/Hydra agents who had captured Captain America, Black Widow, and the Falcon. She was even able to conveniently get herself stationed in the vehicle that was transporting the prisoners. Given that, I don't think it's too far-fetched to think that she could also get Cap's shield (and Falcon's wings) stashed in the same vehicle from which they made their escape.
To me, Cap's disappearing/reappearing shield isn't the most mysterious part about that scene. At the very end of the scene, the S.H.I.E.L.D/Hydra agents stop their convoy and immediately open the truck that the prisoners were being transported in only to see that they've somehow burned an escape hatch in the floor of the truck.
Given the timing of the scene, we have to believe one of two things happened.
They burned the hole through the bottom of a moving vehicle, without incapacitating it, then four people (one of them severely injured with a gunshot wound to the shoulder) crawled through the hole to escape to a waiting van.
They cut the hole and escaped after the truck stopped moving, but were able to do so fast enough that the S.H.I.E.L.D/Hydra agents didn't catch them.
I'm also not so sure Cap's shield would even fit through that hole, but that's another question.
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3It bothered me even more when Fury escaped the winter solder that way. "Oh, he's underground, I can't possibly follow him and find him now that he has a 15 second head start".– userLTKCommented Mar 30, 2017 at 6:26