A persistent joke from Guardians of the Galaxy Vol. 1 – what did Rocket do with Bucky’s arm – remains unanswered after Guardians of the Galaxy Vol. 3. This mystery involves Rocket Raccoon. When the Guardians broke out of jail in the first film, Rocket asked Star-Lord to grab a man’s prosthetic limb for him. However, the raccoon later admitted that the leg wasn’t truly essential for the escape. This joke was made reference to in Avengers: Infinity War when Rocket said, “I’ll get that arm,” in response to the Winter Soldier’s refusal to acquire Bucky Barnes’ prosthetic limb.
What Rocket Raccoon did with Bucky’s arm is a persistent joke from Guardians of the Galaxy Vol. 1, and it remains unsolved after the events in Guardians of the Galaxy Vol. 3. Rocket instructed Star-Lord to steal a man’s prosthetic limb for him in the first Guardians movie, although the raccoon later admitted it wasn’t required for the jailbreak. In Avengers: Infinity War, Rocket made a reference to this joke when he said, “I’ll get that arm,” in response to the Winter Soldier’s refusal to acquire Bucky Barnes’ prosthetic limb.
Some speculated Rocket had created Nebula’s new arm using Bucky’s prosthesis when Guardians of the Galaxy Vol. 3 video showed Nebula would get a new arm in the film with technology that provides her even more weaponry. James Gunn refuted the idea that Bucky had taken Nebula’s arm, stating that hers was “way better.” This makes sense because Nebula’s arm transforms into many blasters and other weapons using some form of nanotechnology or a comparable technology. Despite being very powerful and unbreakable, Bucky’s vibranium arm lacks such technology.
So, the question of what Rocket truly did with Bucky’s arm remains unanswered. Not even as an Easter egg in the backdrop of a scene on Nowhere, the team’s new headquarters is the arm mentioned or incorporated in Guardians of the Galaxy Vol. 3 in any way. The only thing that can be inferred from the absence of a reference is that Rocket still has it someplace and could utilise it in the future.
It’s unclear why Rocket originally desired Bucky’s arm. Rocket subsequently said that his first instruction to Star-Lord to steal a man’s prosthetic limb was given because he “thought it would be funny.” It’s unlikely that Rocket Raccoon would have the same justification considering that his MCU plot arc leaves him in a very different emotional state by the time of the Holiday Special and Vol. 3, especially given his own history of being tortured and experimented on. In fact, given how much he has changed since Vol. 1, it could make the most sense for Rocket to give Bucky his arm at some time following the Guardians of the Galaxy 3 finale.
If the Winter Soldier appears in the Thunderbolts film with his arm intact, any possible continuity problems might be resolved by stating that Rocket returned Bucky’s arm. This is still conjecture, though, until James Gunn or Marvel make clear what Rocket truly did with Bucky’s arm. After Guardians of the Galaxy Vol. 3, the MCU has continued, so maybe a future film or television programme will address this one outstanding question.