There is no mention of a additional DR that I can find in the campaign setting book or the Ravenloft DMG.
Which is odd if you consider that the diseased vampires (Vraloyka, but I know its spelt wrong) in the 3.5 DoD needs a Magic and Cold Iron weapon to bypass its DR.
Van Richten's Arsenal has a bit on weapon materials such as bone, copper and so on. Of course, this was 3.0 and it declares that cold iron cannot be enchanted.
It's worth mentioning, though, that core 3.5 D&D still holds that cold iron is difficult to magically enhance. The concepts VRA and the 3.5 DMG use are very much compatible; the DMG is simply allows for more gaming options.
(1) How someone dies can have an influence in weaknesses such as DR. In the 2E VRgtGhosts an example is given of a man who became a ghost due to being tortured with hot irons. His ghost was subsequently to weapons that were heated in the campfire till they were almost too hot to hold. You could incorporate this weakness into other abilities as well such as saying a weapon so heated would ignore the incorporeal "miss chance".
(2) The origens of a weapon can influence its abilities to harm certain creatures. I think it was a home campaign where this came up but we faced another ghost, of a Falkovinian, who died on one of the Dead Man's Campaigns. His ghost was vulnerable to weapons made in Darkon. More by luck than anything else we had a weapon forged from Darkon that was able to smack the ghost around...but at first we thought it was just because it was magical - should have known better - our first serious assault powered by Magic Weapon spells didn't do so well...
(3) The symbolic value of an item can influence what it can hit. For example Death can be hit if the weapon is covered with the swaddling clothes of an infant if I'm not mistaken. In an old 2E MotRD adventure in Dungeon (the Patchwork Man?) a flesh golem's DR is bypassed by instruments from the lab used in its creations either as bludgeons or melted down into bullets.
All three of these forms of DR have the two adavantage over the traditional "materials" approach. First is that PCs of even very modest levels can probably get their hands on weapons that work if they can discover the weakness of the thing they're fighting (as opposed to adamant weapons for a construct or a magical cold iron weapon for a Vrykkola - sp?). The second is that even very experienced or powerful PCs can't penetrate the DR by carrying around a "golfbag" of weird weapons...sending them back to research their opponent.
Be careful if you use this approach or you can frustrate your players (I speak from personal experience). My general rule of thumb is that the BBEG behind the scenes masterminding everything is generally worthy of research to sniff out relatively exotic weaknesses but his minions usually aren't.
-Eric Gorman