Amazingly enough, I think those teams staying in Hessen have picked relatively safe places to stay. Not only has the Rhein-Main-Gebiet had time to get used to people from different countries because of the large air base and the airport, but the Kreis and the city with the largest Ausläderanteil in the whole of Germany are also there. For this reason, people that were perceived as "Bah, so Russen halt" would probably be regarded with more suspicion.
Contributing to the stereotype here, but the people staying in Bayern probably have a harder time.
(And I'm not saying that *just* because Bad Nauheim und Königstein are really close to my hometown and Lokalpatriotismus is a concept I'm much more comfortable with than patriotism as a whole. No, really ;)

I found it strangely comforting that even some of the shouting fans seemed to be uncomfortable when their "song" called for more than two "Deutschland, Deutschland" in a row. You could sometimes hear them instinctively pausing before realizing that it's OK to shout that as part of being a fan. But they still tended to break it up with short bursts of "Finale, finale" or stuff like that.

Also, while Unter den Linden -> Steglitz is a bit less than 20 minutes by S-Bahn, we only had to walk for two hours to finally arrive at home >.<