Black Projects, White Knights is a collection of Kage Baker’s Company stories that was published between the fourth and fifth books of the series. Two other stories, “Son Observe the Time” and “The Fourth Branch,” are uncollected but available online (the first from the Wayback Machine, the second from Fictionwise). I suspect that, first, these are only for completists, and second, that they must inevitably be so or Baker isn’t doing her job as a series novelist.
The stories fall into three categories: historically-set tales of Company operatives who we’ve already met; expansions of the Enforcers’ backstory, as described in the second and fourth books; and the early life of Alec Checkerfield, who will be appearing in the next novel. Some of them illuminate aspects of the overall plot or the recurring characters, but in very small ways—which, as I said, is kind of inevitable if the novels are to stand alone as a complete series. Thus, “Son Observe the Time” is Victor’s POV on what happened in 1906 San Francisco, but the only really new piece of information is a hint at an upcoming conflict, not a significant addition to what was deduced in The Graveyard Game. (Speaking of that book, “The Fourth Branch” is a fuller account of the event Lewis remembers there.)
(Though, to be fair, I was quite surprised by the Introduction, which outright handed me confirmation of one of my speculations—the Introduction! In retrospect, however, I can see why.)
Some of the stories with historical settings are a little slight or otherwise peculiar—”Hanuman” doesn’t sound like Mendoza’s voice to me, for instance. Combined with the side-nature of the tales, I wouldn’t recommend going out of your way to find the collection or read the uncollected stories, though I don’t regret the time spent on them.