From Dauter & Dauter (2001) (http://www.ncbi.nlm.nih.gov/pubmed/11250204):

"The coordination geometry of halide ions is not specific. . . Halide ions usually accept hydrogen bonds from various donor groups from the protein and neighboring water molecules. In addition, they make van der Waals contacts with non-polar protein atoms. . . The halide anions are monoatomic and polarizable, and consequently able to engage in both polar and hydrophobic interactions. . . Of the sites that are best for phasing, most contain halide ions that are hydrogen-bonded to amide nitrogen atoms, either from the protein mainchain or asparagine and glutamine sidechains. In addition, good sites often make ionic pairs with arginine or lysine residues. Sometimes, hydrogen bonds to the hydroxyl groups of threonine or serine residues can also be observed. All halide ions are in contact with water molecules, which can be ordered or in the bulk solvent region."

I believe chloride is a little more predictable in this respect than the other halides (especially iodine).  Also worth quoting:

"All halide ions share their sites with water molecules. Their coordination, appearance in electron-density maps and behavior during structure refinement is almost identical to that of fully occupied water molecules and only rarely is it possible to differentiate bromide or chloride ions from waters, especially if the sites are partially occupied. These ions can, however, be easily identified by their anomalous scattering signal."

-Nat