I had no place else to crash.
Steve returns to his apartment at the end of the day. His neighbor lets him know he left his stereo on. Steve finds that suspicious and heads in thru a window, seeing an injured nick Fury waiting for him. The Winter Soldier finishes off Fury, as Steve grabs his shield and leaps thru the window into the office building next door.
(Captain America: The Winter Soldier, 2014)