The Cold War was a period of rivalry between the two principal world powers, the United States and the Soviet Union (modern-day Russia), that had roots as far back as the 1950s and continued through much of the 60s and 70s. The U.S.S.R. was considered to have lost the conflict.
At the start of the Cold War, the Rosenbergs stole classified information regarding the U.S.'s atomic bomb and passed it to the Soviet Union. They were ultimately caught and executed by electric chair. (Death Angel)
During the early years of the Cold War, antiaircraft sites were built outside most American cities. (Findings at CTU)
In the U.S., there was widespread fear of an impending nuclear war with the Soviets, so much so that Civil Defense set up a number of air raid shelters. One of these shelters was located in a sub-basement under the Crystal Palace theater, where Lucy Stiles once worked. (Trojan Horse)
During the Cold War, the Soviets developed a large number of suitcase nuclear devices, portable nuclear bombs designed to be easily smuggled into key targets. Dmitri Gredenko believed the U.S.S.R.'s reticence in using such weapons to be the primary factor in their losing the Cold War. ("Day 6: 2:00pm-3:00pm")