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Magnetization and thermal-expansion studies for Prussian Blue (PB) analogs M3[Cr(CN)6]2.xH2O (M = Mn, Fe, Co, Ni) are reported. Using X-ray diffraction at two temperatures (85 and 300 K), we found evidence that Fe and Co compounds exhibit large negative thermal expansion effects, while the average thermal expansion coefficient of Mn was positive. In this paper, we explore whether thermal expansion and magnetic properties may be correlated. For the Fe and Co compounds, we determined that effective moments in the paramagnetic range are substantially reduced compared to the values considering free ions. Furthermore, our magnetic studies provide evidence that Mn3[Cr(CN)6]2.xH2O exhibits long-range magnetic order below ~70 K, while the ground state of the other two compounds is likely paramagnetic.