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Eliezer_Yudkowsky comments on Great Books of Failure - Less Wrong
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The Rise and Fall of the Third Reich by William L. Shirer
Subject: World War II.
Lessons: One lunatic in the wrong place and the wrong time really can change the whole course of history. Hitler was in many ways incredibly stupid, but got as far as he did because other players expected him to be rational and therefore not attack when he was bound to lose eventually (e.g. Stalin). WW2 shaped later reactions to things like Korea and Vietnam; they hadn't stopped Hitler early so this time they determined to start fighting as early as possible.
But that could have been his strategy...
Judging by Churchill's writings the loose eventually thing was far from sure at certain times in the war, though you might be talking about very specific episodes. I also came away with an impression from Churchill that Hitler consciously acted contrary to "rational" expectations. Though I cannot support it with a quote, I believe that Churchill was (rightly) credited with early insights about Hitler's danger because he picked up on this strategy and was able to see that it would work on the civilized Europeans.