We're all learning about Agent Carter together.
Margaret "Peggy" Carter, who is currently starring in an eight-episode miniseries on ABC and co-starred in "Captain America: The First Avenger," did originate in Marvel Comics. But in the comics she hasn't really appeared all that much, and isn't likely to do so in the future — because she's dead.
Peggy Carter first appeared in 1966 in the Captain America strip in "Tales of Suspense." Before that, though, they were introduced to S.H.I.E.L.D. Agent 13, which is important. Bear with me here.
In 1966, Steve Rogers is passed by a pretty blonde on a New York street and thinks, "That girl! When she walked by, I thought I was in the past again — looking at her!"
Cap pursues the young lady, who turns out to be an agent of S.H.I.E.L.D. transporting a dangerous compound called Inferno 42, and pursued by Batroc the Leaper, master of the French fighting art known as la savate. Naturally, Cap defeats Batroc and makes sure Inferno 42 gets to the right hands. All the while, though, Cap keeps thinking that this girl — whom we later learn is Sharon Carter, Agent 13 of S.H.I.E.L.D. — looks like "her"!
And who is "her"? We get a flashback to the liberation of Paris in World War II, where we see Cap and his girlfriend, an American fighting with the French Resistance named Peggy Carter. The two are separated in battle, and Peggy is nearly hit by a shell, leaving her with amnesia.
Captain America goes on to a famous date with an iceberg later in the war. And after thawing out, he begins dating Sharon, who it turns out is Peggy's sister. But he never knows if Peggy is alive or dead after Paris.
In 1973, he finds out that Peggy has been living with her parents in Virginia since the war, still suffering from amnesia. This being comics, where Cap and Sharon couldn't age, but Peggy couldn't escape being a WWII vet (who hadn't been frozen in an iceberg like some people we could name), it was quickly established that the aging Peggy wasn't Sharon's sister, but was instead her aunt.