Ultimate Captain America Annual #1 (2008)

March On Ultimatum - Favorite Son: The Origin of the Black Panther / Training Day
The Black Panther was injured in his homeland, and ended up in the care of Weapon X. When Fury assumed control of Weapon X, he took T'Challa along for the ride, which didn't go over well with those in his homeland. When he was entrusted to Captain America's care for training, Cap became much more than a mentor to him.
Release Date: 2008