Remember the quick but heartwarming scene from Captain America: The Winter Soldier where Steve Rogers has a chat with old Peggy Carter? In it, Peggy tells Steve that she married someone after Steve had disappeared. At the time, it seemed like a normal conversation between two long lost friends. However, when speculations on Avengers: Endgame being a time-travelling movie started to hit the interwebs, many fans theorised that Peggy’s mysterious husband mentioned in The Winter Soldier, was none other than Captain America himself, Steve Rogers. Now, in an interview with Canada.com, Avengers: Endgame screenwriters, Christopher Markus and Stephen McFeely (who also penned The Winter Soldier, Civil War and Infinity War) discussed this theory, claiming that it is indeed true at least in their own headcanon. McFeely said:

The husband that you very purposefully did not see at Peggy’s bedside in Winter Soldier is Chris’ Steve. We have always thought that he was her husband. The movies you have been watching follow a line where he always goes back. To be fair, not everyone agrees with us. I don’t even know if Marvel agrees with us. But that’s what we think.” This, in concept, is an emotionally poignant story beat. The idea of someone travelling back in time and as a result creating some sort of paradox/loop has been explored in many sci-fi/fantasy films in the past. The problem is, I don’t think Markus and McFeely quite understand the rules that they set up in Endgame. The 22nd Marvel Cinematic Universe film explicitly states that it doesn’t follow the conventional rules of time-travelling we’re familiar with through pop culture. On the contrary, whenever a character travels back in time, he/she isn’t travelling within the same timeline, but to an ALTERNATE timeline (look back at the scene where Hulk has a discussion with the Ancient One). Keeping that rule in mind, the Thanos we see in the climactic battle of Endgame isn’t the same Thanos that died in the first act of the movie. It isn’t just Thanos from the past, but Thanos from an ALTERNATE PAST. The same thing applies to the Captain America/Peggy storyline as well. When Cap goes back in time to return the Infinity Stones and marry Peggy Carter, it isn’t the Peggy Carter we see in Captain America: The First Avenger and Captain America: The Winter Soldier. It’s Peggy Carter from an alternate timeline. The directors of Avengers: Endgame, Joe and Anthony Russo have said as much as well:

Endgame Writers Say There Are Two Captain Americas in MCU s Main Timeline - 70