If you're talking about Bucky protecting the reader in fics, my mind jumps straight to those moments where he's not just throwing punches, but making a calculated choice that puts him at odds with everything else. It’s the loyalty that costs him something. Like in a fic I read—can't remember the title, sorry—where the reader is being hunted by HYDRA remnants, and Steve suggests laying a trap. Bucky agrees, but then secretly switches the plan so he's the bait instead, without telling the reader or Steve. It wasn’t a grand speech; he just quietly re-routed the danger onto himself. The real kicker was later, when he’s patching up a wound and the reader finds out, and he just shrugs it off like it was the only logical move. That’s the stuff—loyalty as a default setting, not a performance.
Another angle is post-Winter Soldier recovery fics. His loyalty shines when he’s mentally fractured but still recognizes the reader as a 'safe point.' There’s this incredible scene in one story where he’s having a flashback, completely lost in the past, and someone tries to pull the reader away from him. Even in that state, his metal arm shoots out to block them, and he growls 'mine' or 'stay'—not in a possessive way, but in a protective, 'this person is under my guard' way. It's messy and raw, and it shows his loyalty is bone-deep, operating on instinct even when his mind is broken.