Canon Background
*Finding the scenes with these two together is hard so those will come later.
I'd like to preface this by saying one thing. Winry loves Al just as much as she loves Edward, and I fully believe that this isn't solely due to the fact that I play Winry as not having romantic feelings for Ed. In canon, even with her romantic feelings towards Ed, Al means just as much to her. It seems that often in fic or art that Al is treated as a third wheel which has always rubbed me the wrong way. Romantic love is not > than familial love. Al, Ed, and Pinako are the people who mean the most to her in all the world, and everyone else will always be secondary.
That said while it's really hard to think of the two brothers apart, and her relationship with both of them is very different. One thing that is a common thread between the two of them is the issue of trust which I will copy from the entry with Ed since I am lazy. She is disappointed over how often Ed and Al keep her in the dark. If there is one thing Winry has grown to hate it is secrets being kept from her by people who are supposed to be her friends and ones she trusts. To her there is little achieved by it, and can in fact be counterproductive to keeping people from worrying. It also bothers her because a part of her can't help but feel that it's a show of the distrust they must have in her, or as shown in her conversation with Hughes [
1 2 3 ] that they don't care about her the way she cares about them. The conversation did help for a little while, and she keeps trying to keep it in mind, but it's really hard to believe when Ed and Al repeatedly act in a manner that she feels is contradictory to this.
As far as differences go Winry gets along with Al a lot more than she does Edward. They argue a lot less, and one particular scene [the one where they start recalling things they did to Ed] implies that they use to tease and prank him a lot. It seems to me that they were pretty mischievous together and Al was always the one who was apologetic about leaving her out of things. I think these two often teamed up against Ed when they were younger and they are able to talk with one another and be much more honest than the case seems to be with Ed and Winry. They really do seem to like teasing people a lot---and each other too given they taunt one another about Ed and Mei. While they have a significantly more playful relationship than Ed and Winry, Winry obviously has a good deal of respect for Al and she herself says that she often sees him as the older brother.
Shortly after the incident I think Winry would try her to best to stay up as often as she could. As shown [
1 ] and [
1 ]. Headcanon goes that she would talk a lot about different things to keep him distracted and so he wouldn't feel so alone.
In
soul_campaign Alphonse was the first Elric to come, and the one who had been along for the longest. As to be expected he wasn't exactly happy to find out Winry was caught up in this mess [
1 ]. As to be expected he worried a lot about her, but his worries were often very sensible [
1 2 ]. Despite this Al promised Winry that he would keep her in the loop more [
1 2 ] and he held true to his word.
There relationship didn't change much. They still loved to tease other people and each other [
1 2 3 4 5 ], still turned to each other and helped one another, and generally acted as one would expect of close-knit family.
In TYL Plot
In
this log Winry came to learn that Alphonse had died. Roughly three or four months after her disappearance, Alphonse's armor had finally rejected his soul.
This news tore Winry apart, and had it not been for the fact that she felt she had to be strong for Ed's sake, it would have taken her a very long time to recover. I use the term 'recover' very lightly though, for even now after four months and having returned to the present, Winry has yet to fully recover from this news. She's able to put on a strong face, but that is greatly helped by the fact that she refuses to give herself a break. She has completely engrossed herself in destroying the factories, running her clinic, and doing anything at all to keep her mind from wandering. Out of everything she learned and suffered throughout the TYL plot this was the worst of all and came at the very beginning.
Alphonse dying is essentially Winry's worst fear coming true. More than both Elrics dying, she feared one dying and not the other since she knew how greatly it would effect the other. It turned out even
worse than she imagined.
Alphonse's death has made Winry not want to become attached to people anymore. It's not something she consciously realizes but a person, even someone as strong and persistent as Winry, can only lose so many people before they become tired of being hurt over and over again. Yet at the same time, especially with him, Ed, and everyone she was very close to now gone she craves company and the comfort of another person. She is at odds with opposing desires, not even realizing what they are, and generally being depressed. It's going to be a while before she gets back to being her usual cheerful self, and even longer before she's able to form stable friendships with new people again.
SHORT VERSION AL DIED WINRY IS TRAUMATIZED FOR LIFE AND WILL NEVER BE HAPPY AGAIN.