F.E.A.R.'s two stand-alone expansions, Extraction Point and Perseus Mandate were oddly enough developed by TimeGate instead of Monolith who made the first and the second game. Maybe that is why they are not considered canon, and their events are ignored in the sequels.
Extraction Point picks off right where F.E.A.R. ended. The story really does not go anywhere and has very little to offer. Perseus Mandate was bit more interesting as it follows another F.E.A.R. team and mute operative, who end up investigating Project Perseus, from which the replica soldier originate. The Nightcrawler mercenary gang seemed suspiciously large, though. And the losses of at least hundred men was acceptable according to the guy in the ending scene. Maybe they are some kind of clone soldiers, too.
As I said, the expansions do not add much; just give you more corridors to walk through. Fortunately both are only about half the length of the original game.