The finale is titled "Valediction" which means farewell or a statement given in farewell. This seems sadly fitting because this could be the last of Agent Carter and potentially the last we see of the character Peggy Carter. There is still no word on a Season 2 and I do not think it is likely that her character will show up in Cap 3.
"Valediction" - Peggy faces the full fury of Leviathan, as Howard Stark makes his return in the explosive season finale of "Marvel's Agent Carter," Tuesday, February 24 (9:00-10:00 p.m., ET) on the ABC Television Network.
Agent Carter - SHIELD Headquarters