WARNING: The following contains spoilers for What If...? Season 1, Episode 3, "What If... the World Lost Its Mightiest Heroes?," now streaming on Disney+
In Episode 3 of Marvel's What If...?, Nick Fury attempts to recruit familiar faces for the Avengers Initiative; however, in this universe, there is an unexpected and horrific turn of events. One by one, the Avengers are killed, starting with Tony Stark and ending with Black Widow. Someone does not want the Avengers to form, and it isn't until the attack on Black Widow that audiences learn the killer is Hank Pym, and he is avenging his daughter; however, the person behind her death is not someone working for Fury.
Going off a clue left by Natasha, Fury confronts Pym, meeting in the cemetery where his daughter, Hope Van Dyne, is buried. Pym, dressed in a suit resembling that of Yellowjacket, berates him for her death, and Fury argues she was killed on a mission, not because Fury or S.H.I.E.L.D. wronged her. Pym stands by this is on Fury since he filled her head with heroic thoughts and neglected to tell her about her mother's death. Thanks to S.H.I.E.L.D., he lost his wife and daughter. However, it is the location of this fateful mission that is interesting. If the name Odessa sounds familiar, it's because this is not the first time the MCU has mentioned it.
In Captain America: The Winter Soldier, Black Widow tells Steve she was ambushed in Odessa, Ukraine in 2009 by the Winter Soldier, as she was escorting a nuclear engineer out of Iran. Once they made it to Odessa, the Winter Soldier attacked the car. Natasha was able to make it out of the wreckage and pull the engineer to safety, but not for long because the Winter Soldier shot her through the stomach in order to kill the engineer.
However, in the reality of this episode of What If...?, it appears Hope took on that mission, which is confirmed by a statement made by Black Widow earlier in the show. In the library shortly before she is killed, Widow remarks it's strange that someone who died two years before could be accessing the database. This timing would place Hope roughly in Odessa around the time that Black Widow was there in the main MCU timeline. Unfortunately for Hope, she did not survive her encounter with the Winter Soldier.
In this universe, Hope's death pushed Pym over the edge. His known hatred for S.H.I.E.L.D. grew until it became a beast of its own, resulting in catastrophic consequences for the would-be Avengers team. The consequences of Pym's actions could be substantial, yet, in theory, it was the Winter Soldier that kick started all of this.
To see Earth's Mightiest Heroes fail to form in the MCU, the third episode of What If...? is streaming now on Disney+.