The Director's Cut features a flashbacks that provides glimpses of Salt's backstory...
I think, also, the voice over news report at the ending implies that:
(1) Evelyn Salt is dead (or at least, they've thought so...because it can also be interpreted to cover up her escape and then she plans to go after the other sleeper agents in future sequels)
(2) Orlov became successful in the Day X as the new US President is another Russian sleeper agent (U.S. president visits his parents' grave in Moscow who died in a car accident -- same circumstances as Evelyn's).