In the MCU, they were led by Steve Rogers until he crash landed into the ocean in 1945. Following the war, they teamed up with Peggy Carter. The team eventually became inactive and most of them died of old age.
The Howling Commandos were a team of soldiers and SSR Agents during World War II, where they fought against the HYDRA forces led by the Red Skull. Unlike the comics, Captain America, not Nick Fury, was the founder and leader of the unit. They were made up of Dum Dum Dugan, Jim Morita, Gabe Jones, James Montgomery Falsworth, and Jacques Dernier, as well as Captain America and Bucky Barnes. All the members joined the unit to repay Captain America (and in the case of Bucky Barnes, Steve Rogers) for saving them in Italy.
By the end of the war, Bucky Barnes was believed to be the only casualty within the unit. By the time Captain America was thawed out of the Arctic, all the surviving members of the unit with the exception of Jim Mortia and James Falsworth had died and Peggy Carter had retired, leaving Captain America as the only known surviving member of the unit until Bucky Barnes was revealed to be the Winter Soldier.
In 2014, the Smithsonian museum in Washington, D.C. had an exhibit on Captain America and the Howling Commandos, which Bucky Barnes visited to learn about his old life before he became the Winter Soldier.
In Agents of S.H.I.E.L.D., the Howling Commandos led by Peggy Carter went to Austria to arrest senior members of HYDRA. During the procedure they find a mysterious blue body inside a box.