Yes, Kaliningrad used to be Konigsberg (or Koenigsberg) though there may not be many of the pre-WWII structures left now. As I pointed out on another thread, the king that Koenigsberg was named for was a medieval Slavic king, not a German one (Ottokar of Bohemia)...worthier of being honored than a Soviet official.
Indeed East Prussia used to be quite a bit larger...the southern half of East Prussia was handed over to Poland in 1945 along with some German territories further west, in compensation from the eastern territories Stalin was taking from Poland.
"Kaliningrad used to be Konigsberg (or Koenigsberg)"
In German it was spelled Königsburg, right?