Infinite Origins: Captain America is a mini-series set in the Marvel Infinite Universe. It details the origin of Captain America in this universe and serves as a prologue to the Infinite Avengers series along with the upcoming Infinite Captain America series.
In January of 1943, Steve Rogers and James "Bucky" Barnes are part of the United States army. They are given a top secret mission to infiltrate HYDRA and discover their secret weapon. Steve and Bucky travel to Germany and kill a dozen of US Soldiers to earn the Red Skull's trust and gain entrance into HYDRA. Skull allows them in. After getting into a lunch room fight, Red Skull wants Steve to meet him. Steve goes with him while Bucky follows in the air vent above. Skull reveals that he has selected Steve for a top secret Project called Project: Super Soldier. It will enhance his strength and agility to turn him into the perfect weapon for HYDRA. He shoots Steve in the knee and hooks him up to the device. He reveals that he knew of Steve's possing as a traitor all along. The Skull injects nanites into his brain so the Skull can control him. He uses the serum on him and turns him into the first "Captain Nazi."
The issue starts with Captain Nazi killing a group of US Soldiers. He goes back to Red Skull's base in Norway to go into a period of hibernation until his next mission. One week later, Namor is meeting with Presidnet Roosevelt. Captain Nazi engages him in battle, and gains the upper hand. Just as he is about to kill Namor, he begins to fight the Red Skull's mind control. Red Skull activates an electrical shock to Captain Nazi which causes him to fall unconsious. Bucky is revealed to be watching it from the roof of the white house, and says on a walkie talkie "Sir. I found him."
One week later, Baron Zemo is torturing Captain Nazi in his lab, attempting to put him under mind control again. Finally, the Captain breaks free and beats Zemo half to death. He then goes to find the Red Skull in his secret headquarters in the arctic circle. He tracks him down and engages the Red Skull in battle. Then, just as the Skull is about to kill the Captain, Bucky shows up and fights the Red Skull. Skull gains the upper hand on him and shoots Steve in the knee, causing him to fall out a window. Steve takes a bomb out of his utility belt and puts it on his shield, and throws it at the Red Skull. The bomb goes off, destroying the entire headquarters and killing everyone inside. Steve Roger's body was never found, and it was presumed he died in the explosion. Over the next few decades, the US Army was able to change Steve's records and erase his mission to infiltrate HYDRA from the records, eliminating any possibility of connecting Steve Rogers to Captain Nazi.