They made some weird little announcement last year about marketing cooperation, yadda-yadda. It was sort of a lame attempt to creat the illusion that something was still alive, but I have heard of no new talks in a long time...and KLM seems far more concerned with developing partners in Europe right now ahead of any further US negotiations.
The whole thing broke down over trans-atlantic revenue sharing (which KL demanded and CO refused), and CO's desire to serve more Euro destinations out of EWR (and IAH), versus KL's desire to put as much traffic through its AMS hub as possible.
It's not all bad, though, as a substantial portion of KLM's flights can be booked at identical fares with NW codes, and therefore CO miles. It's worked for me every time I've needed to do it.