In CA: Civil War, Bucky was triggered using the 10 words by Zemo, after being captured in Bucharest. He fought his way out of the facility, trying to steal a helicopter, until Steve stopped him. Later, he wakes up with his metal arm stuck under some kind of weight, to prevent him from escaping, should he still be in Winter Soldier mode. He proves to Steve that he isn't, by remembering Sarah (Steve's mom) and about Steve wearing newspapers in his shoes.
And then he asks "What did I do?"
Why did he ask that?
Just seconds after he asked what he did, he seemed to remember that Zemo (after triggering the Winter Soldier) wanted to know about Siberia, and about where exactly the Soldier was kept. He remembered what he did, presumably as the Winter Soldier in the Siberia facility years ago.
And later, when he's fighting Tony Stark in that same facility, Tony asks him if he even remembers killing Tony's parents. And Bucky says "I remember all of them."
So he clearly can remember what he does as the Winter Soldier, and only the memories of before he fell from the train were foggy to him.
So why didn't he remember what he did in the Berlin facility after Zemo triggered him?