Steve's never really had a secret identity post-unfreezing, in that Captain America's identity was already public knowledge at that point. Back during WWII, though, he spent his out-of-costume time pretending to be "Private Rogers," an ordinary soldier (at least, at the beginning of the war, he did). He's also concealed his identity as Captain America from people on various occasions, but this mostly consisted of saying "Hi, I'm Steve Rogers," and leaving out the "yes, that Steve Rogers, the one who's Captain America." Needless to say, this tactic never worked well.

Tony's identity as Iron Man was a secret from the general public until late in Volume 3 (around 2001-ish), when it was accidentally revealed. He then regained it at least partially by lying kind of a lot post-Disassembled ("I've totally given up being Iron Man! Yes! Totally! Not me in the costume, lalala!") and then publically revealed it again during Civil War.