It should come as no surprise that Marvel is already looking ahead to a third Captain America film. The early reaction to Captain America: The Winter Soldier has been strong, and Marvel tends to get a jump on future projects early to make for a seamless fit into their cinematic universe. With test screenings going extremely well, Variety reports that Captain America 3 is in development now, with Joe and Anthony Russo expected to return as co-directors.
No deals have been signed yet and won't until the second film wraps up, but Marvel has been impressed enough by the Russos that they're being brought back. Of course, if the film flops that could all change, but when was the last Marvel movie to be a box office dud? Ever since The Avengers we've seen all of Marvel's movies get a considerable bump, including Thor: The Dark World which hauled in over $630M. We can probably expect a similar bounce from the Captain America sequel.
The Russos are already putting together a storyline, and it'll be interesting if this turns out to be the final part of a trilogy. So far no Marvel movie has gone past three films. If it is, we may see them use some version of "The Death of Captain America" storyline, as many of the characters are already present and accounted for.