Thanks to the ABC 'Agent Carter' (that was shot 2015-2016 and, yeah, Russo brothers directed two episodes) we have a possibility to follow Peggy's life a year after Steve was frozen in the ice. We find Carter in 1946, a year after Steve's death. She is still mourning him, but after her reuniting with Howad Stark and the Howling Commandos and keeping by herself the last sample of Steve's blood (which Howard Stark was able to save and keep in secret) she seemed ready to say goodbye to Steve and continue with her life. That's where in Season 2 she has got two love interests and in the end there was a hint that Peggy made her own mind (and by hint I mean a really passionate talk and a kiss with chief Daniel Sousa). (Come on, everyone can understand her, Daniel is a much better dancer than Steve). And as Jarvis (Howard's butler, not the pre-Vision) said, Peggy just needed a reason to stay in LA. Seems like Daniel Sousa may be this reason.
We don't really know what happened next to Peggy and Daniel (as the series was cancelled after Season 2), and we know even less details about Sousa's past. So, what if he was the man that Steve saved? Just some assumptions, you know.
But then again, in this very heartbreaking interview she said, 'even after he died, Steve was still changing my life.' So, maybe he did it once again.