"I saw you fight once before---and I liked your style, sergeant."

Captain America on Nick Fury-Sgt. Fury & His Howling Commandos #13



Captain America

Endowed with the Super Solider Serum in the darkest days of WWII, Steve Rogers, aka Captain America, is a living embodiment of freedom and courage. Captain America's exploits in part helped inspire a young Nick Fury to enlist and in time the pair came to work together during the war when Fury lead the Howling Commandos. Both soldiers joined forces on various occasions throughout the war to combat the likes of the Red Skull and others Nazi menaces.

After Rogers was recovered by the Avengers, Fury was quick to help Rogers ease into the new modern era, including helping to convince Rogers against retiring as Captain America at one point. With a steadfast commitment to the same ideals and a firm friendship, both have fought side by side against the forces of AIM, the Hate Monger, Hydra, the Red Skull, the Yellow Claw and other subversive and terrorist organizations through the 1960's and 70's. 
Events upsetting their respective status quos in the late 80's and 90's put some distance between the two men. Rogers was just reclaiming his mantle of Captain America following a brief resignation of the identity when Fury was shutting SHIELD down in the wake of the Deltite Affair. Rogers was on hand to help Fury when the new SHIELD faced Leviathan and later a brutal attack on SHIELD Central by Hydra. However conflicts of interest pitted Captain America and Fury against each other, most notably during the Genosian Crisis.

Fury was thought dead, shot by the Punisher, upon Captain America's return from a year-long exile on an alternate Earth and the revelation that Sharon Carter, Captain America's former flame and an agent for SHIELD, was sent on a deep-cover mission which Fury covered up by pronouncing her dead proved further strain on their relationship.

Despite these low points both men harbor a firm respect and admiration for each other's abilities rooted in their time together during World War II, and in the end both men know they can rely on each other in time of crisis. During the MYS-Tech crisis, Captain America was one of two allies whom Fury left a message with in case something happened to him, clearly a sign of the trust the two men share.

Following the September 11th terrorist attack on NYC's Twin Towers, Captain America has strengthened his ties with SHIELD. Working once again with Sharon Carter, both worked to recover the helicarrier from the Red Skull. As SHIELD once again takes center stage with a more public war on terrorism, and fending off edgier and more dangerous villains, Captain America both as leader of the Avengers and on his own has made more and more use of the resources Fury has at hand. The recent 'death' of the Red Skull and the revelation of Bucky Barnes as the Winter Soldier put Fury and Captain America together on the trail of a new Cosmic Cube.

Like Black Widow, Captain America is often found on Fury's short list for a call when SHIELD needs some super-powered help. Such was the case for Fury's 'Secret War', for which Fury found himself paying a high price. Captain America has found himself again working with Fury on the fringes of corruption within SHIELD and the new world order. In the wake of Fury's going underground after the fallout of his 'Secret War', the subsequent 'Civil War' among the heroes Steve Rogers sought out Fury's help in establishing safe haves for the 'secret' Avengers.

In the wake of Steve Roger's death, Fury together with Black Widow aided Roger's former partner Bucky Barnes to establish himself as the new Captain America.
Selected Team-Ups   
Sgt Fury & His Howling Commandos: 13
Captain America/Nick Fury
: The Otherworld War
Marvel Team-Up (1): 13
Nick Fury: Agent Of SHIELD (2): 10, 26, 44

Captain America (1): 273-274
Captain America/Nick Fury: Blood Truce
Captain America (3): 25-28
Captain America (4): 7-11

Captain America (5): 1-6, 8-9
Secret War: 1-5

thanks to Dan Zadorozny for background image. Check out more at his site