In the Predator novels (yeah, there's novels), Dutch's brother is trying to find out what happened to Dutch and ends up in the whole Predator mess. I don't recall him ever actually finding out that Dutch is really dead, just that he's missing.
Also ...
Spoiler (Highlight to Read):
The Predators end up attacking New York City as a whole, all sorts of ships uncloaking and it's the humans (cops, gangs, whatever civilians feel like joining in) vs. the Predators in a fucking street fight. The Predators only leave when it starts raining, because for them that means hunting season is over.
As I remember, the books kicked a good amount of ass. There's also Alien vs. Predator books and regular Alien books. The Earth Hive trilogy was awesome and S.P. Perry's AVP: Prey setup a good stroyline for the conflict between the Predators and Aliens.