EARLY in 1943, the prime minister of Great Britain informed the president of the United States of his intention to travel to their forthcoming meeting at Casablanca under the name "Air Commodore Frankland." Would Roosevelt propose similarly secure aliases for himself and for his chief adviser, Harry Hopkins?

"The aliases from this end," an amused FDR responded, "will be (a) Don Quixote and (b) Sancho Panza."

"However did you think of such an impenetrable disguise?" Churchill shot back. "Should you bring Willkie with you suggest code word WINDMILL."

In his introduction to this superbly-edited collection of the almost 2,000 telegrams, letters, memoranda, notes, inscriptions and even pieces of doggerel exchanged between Franklin Roosevelt and Winston Churchill between 1939 and 1945, Warren F. Kimball wonders whether, "with the possible exception of Queen Victoria's omnipresent grandchildren, (any) two national leaders ever corresponded on such intimate and personal terms." Certainly it is difficult to imagine any other modern American president conducting exchanges of this nature with a foreign head of government: Theodore Roosevelt and John F. Kennedy had the temperament for it but no suitable partners; Hoover and Nixon were too introspective; Wilson and Carter too prone to pontificate; Truman and Johnson too reluctant to commit ideas to paper in the first place. Eisenhower, we now know carried on a voluminous and intelligent correspondence while in the White House, but motly with old Army buddies. As Roosevelt and Churchill themselves realized, their relationship was one of a kind, the result of a unique conjunction of circumstance and personality. "It is fun to be in the same decade with you," FDR cabled Churchill in 1942. Theirs had been "the war of the giants," the prime minister noted three years later; what followed could only be "the wars of the pygmies."

Most of the Roosevelt-Churchill correspondence has long since been published, although in an inconvenient assortment of places. Churchill himself included large but carefully-chosen portions of it in his wartime memoirs. Other selections have appeared in the State Department's documentary series, Foreign Relations of the United States, and in an edition containing about one-fourth of the exchanges published almost a decade ago by Francis L. Loewenheim, Harold D. Langley, and Manfred Jonas. Kimball's achievement has been to assemble the entire correspondence -- no easy task, since neither the Britih nor the American archives contain all of the documents in question -- and to tie it together with a series of skillful and precise editorial essays that themselves constitute a sophisticated running commentary on the diplomacy and strategy of World War II. The result not only refines our understanding of the Anglo-American wartime alliance; it is also a model of how good documentary editing should be done.

SEVERAL SPECIAL features of Kimball's edition stand out. He frequently includes preliminary drafts of documents, along with indications of who made editorial modifications; these are particularly important in tracing the evolution of thinking within the Roosevelt White House, where the president generally worked from drafts provided by subordinates, to which he would then add characteristically distinctive revisions. (Churchill's drafts appear to be mostly his own.) Among the most interesting documents in the collection are a number th sides that were never sent, usually for reasons of tact: their bluntness -- and the ways in which that bluntness would subsequently be toned down -- is in itself illuminating. There are even a few German intercepts of Churchill-Roosevelt telephone conversations, although fortunately the two leaders, fearing just this possibility, conducted such discussions with caution. All of these documents are accompanied by a display of editorial energy that can only be described as awesome: Kimball's annotations cover everything from the derivation of the word "Hoagie" to how W.C. Fields may have provided the occasion for a running transatlantic in-joke to how the two leaders once came to stay at an establishment in Marrakesh known to them (for reasons that tax even Professor Kimball's explanatory ingenuity) as "Pansy Palace."

Readers approaching this collection in search of smoking guns or unexploded bombshells are apt to be disappointed: there are no great surprises, nor should any have been expected given the scrutiny historians have given the Roosevelt-Churchill relationship over the past four decades. What we do get from these elegantly produced volumes is a clearer sense of context and continuity. It makes a difference to read these documents in the order in which they were composed, to have the benefit of Kimball's judicious perspective in interpreting them, and by these means to follow the evolution of this most potent of political friendships through the successive stages of the war.

Roosevelt, it is interesting to note, initiated the correspondence, inviting Churchill shortly after the latter became Neville Chamberlain's first lord of the admiralty in September 1939 to correspond with him on an informal and private basis. Whatever the proprieties of this unusual suggestion from the head of one government to a subordinate in another, Churchill jumped at the chance, and of course continued the practice upon becoming prime minister in his own right. But the early correspondence has a stiffness and a hesitancy about it that reflects Churchill's position as a belligerent seeking an ally, and Roosevelt's as a neutral trying to remain one.

This reserve drops away following the first of the wartime conferences between the two men, off the coast of Newfoundland in August 1941 and especially after Churchill's hurriedly arranged Christmas visit to Washington in the wake of the Pearl Harbor attack four months later. "We have got to a point where none of that matters," Churchill wrote early in 1942, explaining the forwarding of a military dispatch intended for the prime minister's eye alone. Shortly thereafter Churchill took the unusual step of warning Roosevelt that British cryptographers had earlier broken the State Department's diplomatic code -- as Kimball notes, there could hardly be a greater expression of trust on the part of one leader in another than to pass along such sensitive information.

Roosevelt, for his part, relished th blossoming relationship. By the spring of 1942, he was teasing "Winston" about British imperial responsibilities ("I have never liked Burma or the Burmese! . . . .Thank the Lord you have HE-SAW, WE-SAW, YOU- SAW under lock and key"), the pseudonym with which Churchill signed his paintings ("people who go around under assumed names render themselves open to all kinds of indignity and suspicion"), and the prime minister's drinking habits ("if you personally long for a seven-to-one Martini, I will send it over pronto"). Churchill, in turn, was suggesting that he might again "propose myself for a visit with you and flip over."

THE YEAR 1943 marked the high point of the relationship: the war was going well, postwar difficulties had only begun to emerge, and the two leaders met four times, at Casablanca, Washington, Quebec, and Cairo/Tehran. "Public opinion here will gasp," Roosevelt wrote, describing his travel plans for the first of these meetings, "but be satisfied when they hear about it after it is over." Dramatic action about which the public could be informed later was in fact the preferred style of operation for both men, and one is struck, in reading their correspondence from this period, at the supreme self-confidence both of them manifested in pulling it off. "I feel that we might together do something really fine and lasting for our two countries," Churchill commented, "and, through them, for the future of all."

By 1944, though, the relationship had begun to undergo certain strains. Distracted by declining health and domestic politics, Roosevelt's correspondence largely lost the jovial, bantering tone it had earlier maintained (although the president did manage to twit Churchill about his persistent enthusiasm for Basic English: "I wonder what the course of history would have been if in May 1940 you had been able to offer the British people only 'blood, work, eye water and face water,' which I understand is the best that Basic English can do with five famous words"). Churchill's concern over Soviet intentions in postwar Europe increasingly preoccupied him -- although these documents suggest that he, like Roosevelt, believed through the Yalta Conference that Stalin could be trusted to keep his word.

The final months of correspondence are painfully one-sided, with Churchill raising alarm after eloquent alarm about the breakdown of the Yalta agreements, while the dying Roosevelt enlists aides to draft uncharacteristically formal but evasive replies. Would FDR have shared Churchill's concerns, had his health held up? Kimball sees no conclusive evidence that a reconsideration of policy toward the Soviet Union was underway at the time of the president's death; he even goes so far as to suggest domestic political motivations for Churchill's own warnings at the time. This is the one point at which I find Kimball's commentary less than convincing, because if the documents in this collection show anything at all, it is the importance both Roosevelt and Churchill attached to preventing domination of the European continent by a single hostile power. It is difficult to believe that statesmen so singlemindedly determined to prevent Germany from accomplishing that goal would so easily have been prepared to acquiesce in behavior from the Soviet Union that threatened to produce the same result.

Churchill emerges from this collection of documents as the more formidable intellectual force: one cannot read the stream of dispatches he sent to FDR -- almost twice the number that flowed in the other direction, and these were still only a fraction of his total output -- without being impressed all over again by their eloquence, their vigor, and the seriousness of political and moral purpose that lay behind them. They were written with an eye to history, and most of them hold up remarkably well in that respect.

Nonetheless, if Churchill's ambition was to preserve British power -- and what else could it have been? -- one has to say that, however gloriously, he failed. He moved brilliantly from one desperate expedient to another -- to survive, to bring the United States into the war, to hold the alliance with Russia together, to preserve the Empire, and, above everything else, to put on as brave a show as possible -- all without much sense of what this would cost or where it would leave Britain after the war. Churchill's war effort, in this sense, was a triumph of style at the expense of substance. Perhaps there was no other way.

ROOSEVELT, in contrast, concentrated on substance at the expense of style. Generous to an extreme in sharing the technology of warfare with allies, he was only too willing to let those same allies, whether British before 1941 or Russians afterwards, carry the burden of the actual fighting. The war, for him, was an investment in the long-term power position of the United States, and he would do nothing to put at risk prospects for an eventual handsome return. "Of the great men at the top, Roosevelt was the only one who knew what he was doing," A.J.P. Taylor has written, in a comment Kimball pointedly quotes at the beginning of his third volume; "he made the United States the greatest power in the world at virtually no cost."

The Roosevelt-Churchill relationship provides as clear an aggregation of evidence as we are ever likely to get that great men do make a difference in history. Arthur Schlesinger Jr., reviewing this collection last month in The Atlantic, wondered where we would all be today if the New York taxicab that knocked Churchill down in 1931 had actually killed him, or if the bullet that was intended for Roosevelt in Miami in 1933 had not so narrowly missed. The fact that it is so difficult to think about these possibilities -- that it is so hard to conceive of how things could have happened in any other way -- is perhaps the ultimate tribute to the statesmen whose personal as well as political alliance is so handsomely commemorated in these impressive volumes.