Fury managed to escape by digging a tunnel. Fans agree that The Winter Soldier could easily have gotten into the tunnel to chase and catch Nick Fury, but he didn't. Fury was even badly injured, and somehow, he escaped. This was a sad plotline used as a ploy to continue the story.
Toy Story
Buzz Lightyear has a sad and confusing plotline. The toy doesn't realize he's a toy, but still acts like a toy. Buzz claims that he's a superhero sent from space and is definitely not a toy... Yet, this happens.