I'm currently working on a small companion volume for Cold City. The current thoughts on what it will contain can be summarised thusly:

More advice for participants (open & closed games, GMs advice, pre-game discussion advice, etc)

Alternative mechanical options (the draw scene, the newman-Dempsey Variation)

Useful historical figures in the context of Cold City (Hans Kammler, Christoph Diehm, Oskar Dirlewanger, etc).

Locations outside of Berlin (France, Poland, etc).

Organisations who may provide hidden agendas for different characters (CIA, MGB, GRU, MI5/6 and other organisations that may/may not actually exist).