The Killing Floor series features various Cross-Promotions with other franchises, largely those owned by Tripwire Interactive. In most cases, merely owning the other game would unlock content for you in a Killing Floor game.
If you preordered The Ball you'll have unlocked Harchier Spebbington as a playable character. This version is no longer obtainable.
However, simply owning The Ball unlocks Harchier Spebbington II who is largely similar to the first.
Either owning the full version of Dwarfs!? or unlocking the "Not A War hammer" achievement in the free version will unlock the Dwarfs!? Axe as a Berserker weapon in Killing Floor.
The map Aperture is available to all players on Steam regardless of whether they own Portal 2 or not.
Red Orchestra 2: Digital Deluxe Edition
Owning the digital deluxe edition of Red Orchestra 2 will unlock two new playable characters: George (aka "Herman the German") and Nikolay.
Rising Storm: Digital Deluxe Edition
Owning the digital deluxe edition of Rising Storm will unlock the Rising Storm Tommy Gun, as well as two new playable characters: Hayato Tanaka and Ricky Vegas.
Team Fortress 2
The Red Pyro and the Blue Pyro are unlocked for all players on Steam regardless of whether they own Team Fortress 2 or not.
Killing Floor 2
Chivalry: Medieval Warfare
Owning Chivalry: Medieval Warfare will unlock the Zweihander as a Berserker weapon, along with Tom Banner as a playable character.
These can also be unlocked by owning the digital deluxe edition of Killing Floor 2.
Owning the first Killing Floor: Calamity will unlock Classic Briar and Classic Masterson as playable characters. They use the faces and voices of the original two voice actors from the first game.
Red Orchestra 2
Owning Red Orchestra 2 unlocks Anton Strasser as a playable character.
He can also be unlocked by owning the digital deluxe edition of Killing Floor 2.