On Windows NTFS there is a nice but mostly unused feature called "Alternate Data Streams" (ADS) which I recently used in a hobby-dev project.
On Mac HFS+ there is also a similarly nice but mostly unused feature called "named forks".
I am thinking of porting this project to Linux, but I do not know if any Filesystem on linux has such a feature?
There are file systems on both Windows and Linux (and other OSes) that support extended attributes (EAs). The Windows support was added for OS/2 compat and does not have any documented interface, except for a hacky method through the backup API (that's what Cygwin does). EAs are designed to store small values only. On Windows, each EA has an ASCII name (whereas almost all other names are Unicode) and the combined size of all EAs on a file can't be larger than 64k. EAs are not files: you can't open a file handle to an EA and read it like a normal file.
Alternate data streams are a separate feature provided by NTFS which allows you to provide alternate subfiles inside of a file. Every file has a default unnamed data stream that is automatically opened unless you specify an alternate one. You can open a handle to an ADS and read (even execute) it like a normal file, with a single (Unicode) filename. An ADS can be as large as any disk file.
There is no exact analog to ADSes on Linux that I know of, but you may be able to use EAs on the Linux port instead if the data values are small.