Whatever you do, PLEASE leave the WWII theme out of the game, except for perhaps a mention or two in texts. It was overdone and repeated so many times and in so many recent gmes that it's cheesy to the extreme. That said, the cold war could be an interesting thing to mention - again, don't turn this into James Bond VS the Big Bad Red Sectoids. I've watched a Russian documentary on TV today (with translated subtitles, ofcourse) about the several secret investigations that the Red Army made into the subject of UFOs in the 1980's. Now, I don't know how relaiable it is, and if is to be believed at all, but it's still a great source of inpiration for all things X-Com related. They talked about both superpowers trying to copy alien (plasma-based) technology during the last decade of the cold war, and the Rusian military concluding that UFOs were artificial (the UFOs described there had plasma shields/engines/weapons) after a very detailed investigation. They also blamed the USA trying to build a massive EMP projector in Alask as an anti-missile defence, but then again, it's not exactly accurate. But a passing mention of cold war research in a few texts will be interesting - and will give the X-Force a history of sorts and depth.