The actors flew to New York to attend the advanced screening and pay tribute to organisers at Our Military Kids.
Before surprising the crowd, MACkie and Stan helped a group of children record personal video messages for their parents who are serving in the U.S. military overseas.
Stan tells the New York Daily News, "I'm extremely honoured to share this movie with them, to make them smile, while their families are away."
MACkie added, "It's always interesting when you have someone who's missing a loved one, how much they appreciate the little things that make us realise how jaded we are. It puts things in perspective."
Captain America: The Winter Soldier, which also stars Chris Evans and Scarlett Johansson, hits U.S. theatres on 4 April (14).