Originally Posted by Selrahc
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The Teserract was being used to power the Hydra Stomper. The train ambush trap disabled the Hydra Stomper, in terrain that Hydra controlled. A team must have combed the rubble for the suit, removed the Tesseract, then dragged the depowered suit and the cube back to the castle.
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Okay, that does make sense. I knew the Stomper was powered up by the Tesseract, but I hadn't realized that the Tesseract was still in the Stomper when it was deployed.

They could've given us a 5-10 second scene showing Hydra troops combing the snow and finding a blue glow, but I suppose they wanted to keep the surprise (if it was one) that Steve Rogers was still alive.