Sorry if this is old news and lots of other people have found this. But I played through the CW scen, and it became a shooting war, and quite simply put, it was truly amazing.
I've been playing this scenario about three or four times now. In each previous run, the Cold War remained exactly that - cold. As the Soviets, I was only focused on "converting" third party nations to make sure the Americans didn't overcome them, along with some excellent examples of proxy warfare.
This time round, everything changed. I conquered most of Asia, beating the Americans to the Middle East, Egypt, and Vietnam. I finished the five spy missions as early as possible. And then the Americans declared war on me, spending the large tribute for me, and we exchanged nuclear missiles.
One turn later, I had conquered NATO (played a treachery card on Italy and then marched into France, netting a handsome three armies). Two turns after that, I was marching into Midatlantic USA, with bombers circling over the Washington Monument.
As a resident of the Washington D.C. area, I must say this was uniquely chilling and strangely satisfying all the same. I was thinking "Aha! Let's see Scott McClelland put a positive spin on THIS!"
(SM: God will roast their stomachs in hell. They are committing suicide right outside the Potomac river.)
Well worth playing. Next time round I'm playing as the Americans and seeing if I can push the Soviets into a hot war so I can march through Moscow.