Manchester City defender Aleksandar Kolarov admits a return to Italy appeals to him.
Defender Mats Hummels admits he is pondering his future at Borussia Dortmund and refuses to rule out a transfer abroad.
Captain Ashley Williams believes Chris Coleman should be given the chance to lead Wales in their quest to qualify for Euro 2016.
Welsh aspirations of securing a place at the 2014 World Cup were effectively ended by the 2-1 defeat to Croatia in Swansea, a result which leaves manager Coleman's side 10 points off the pace in Group A with only 12 up for grabs.
Wales have paid the price for a poor start to the campaign, having lost three of their first four games and, as with their Euro 2012 campaign, an improvement in form has come too late.
Coleman, whose current contract runs up to the 2014 finals in Brazil, recently admitted it had taken the 6-1 mauling in Serbia last September for him to come to terms with the task of succeeding Gary Speed following the death of his close friend.
Coleman had been loath to put his own stamp on the Wales set-up after vowing to continue Speed's legacy, but decided he had to start doing things his way to make the most of his time in the job.
Since then results and performances have improved, and the first-half performance against Croatia was the best of his reign to date.
Skipper Williams believes the recent upward trend means the Football Association of Wales should hand Coleman an extension to his contract, and says Wales are now producing the sort of form they showed towards the end of Speed's time in charge.
Williams said: "We definitely want him to stay, obviously I've been saying for a long time that he is doing a great job.
"He came in and took the job in unbelievably tough circumstances, but I think you can see it's getting back to where it was under Gary Speed.
"The last two camps with him have been brilliant, I think that's really pleasing and it would be stupid to change the manager, no one would say they want to see a change."
Swansea defender Williams, who Coleman installed as captain in October, believes a positive energy has been restored to Welsh football despite Tuesday's defeat.
And he has demanded a strong finish to the current campaign, in order to give Wales the best chance of reaching an expended Euro 2016.
Williams said: "Getting to Rio is probably over for us now, but third place is achievable and we've seen enough campaigns when we have finished lower than we've needed to and then paid for it in the next qualifier.
"It is important. We have a feelgood factor around the place on the back of the win over Scotland, we are all happy and confident and enjoy ourselves here; we want to finish the group strongly."
Wales had held a half-time through a Gareth Bale penalty in Swansea, before Dejan Lovren and Eduardo stole the points for Croatia.
But Wales should have been further ahead at the interval after Bale, in red-hot form for club and country, spooned a shot over the bar when clean through on goal.
It ultimately proved costly for the home side.
"It was an important moment, you can't say it was his fault or anything like that, but you'd bet your house on him to score and he put it over," said Williams, who will face Bale when Tottenham visit Swansea on Saturday.
"He's only human and he missed that. We didn't really create many more clear-cut chances after that, and it would have been better to go into the break two up."