The song that Cap and Peggy are dancing to at the end of the film is the same one from The Winter Soldier when Fury sneaks into Cap's apartment, playing the song to conceal his voice from possible bugs.
At Tony's funeral, Sam puts his hand on Bucky's shoulder. Not only does this show a progression of their friendship, but it shows that Sam knew Bucky was still troubled over his unresolved conflict with Stark.
Nick Fury is the last one to come into view during Stark's funeral. Makes sense that the scene would end with him, considering Fury was the first person to introduce Tony to the wide universe of superheroes attending his funeral.
When Clint mentions to Wanda that he wishes there was a way Natasha could know that the Avengers won, she responds with, "She knows....they both do." I didn't notice until my second watch that Wanda was talking about the deceased Vision in that instance.