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Thunderbolts are very similar to the Suicide Squad, a team of villains forced to work for the government, and play a fairly important part in the Civil War storyline so that's the only reason I bring it up. Baron Zemo isn't normally a part of that team though, so I would be surprised if that was it.
Actually Zemo (the son of the first one, who was alive during WWII) was the leader of the original Thunderbolts, and was their leader for many years. He went by the name Citizen V. Originally, the Thunderbolts formed because all the normal heroes went missing because of the villain Onslaught. Zemo's idea was that his team of villains would pose as heroes, and with no one to stop them, eventually they would win the trust of the public and make taking over the world much easier. In the end though, Zemo and several of the others decided they preferred being heroes. They continued as such even after the Avengers, X-Men, etc. returned.
The version you are thinking of came much later and involved Norman Osborne putting a bunch of microchips and explosives into the heads of actual psychopaths like Venom and Bullseye.
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How many Baron's are there? Mordo, Zemo and Von Strucker? That's confusing...
There's also Baron Blood, a vampire. But I doubt we'll be seeing him.