1942: The Red Skull, or Johann Schmidt, discovers the Tesseract while visiting Norway. He works with HYDRA to develop weapons with it.
1943: Steve Rogers becomes Captain America after Dr. Erskine injects him with the Super Soldier Serum in Captain America: The First Avenger.
1945: Captain America crashes a HYDRA bomber into the Atlantic Ocean to save New York City. He's suspended in ice for 66 years. S.H.I.E.L.D. forms shortly after Steve Rogers's sacrifice, with leadership from Peggy Carter and Howard Stark.