The beginning point for any reading about cryptography is David Kahn, The Codebreakers: The Comprehensive History of Secret Communication from Ancient Times to the Internet, rev. ed. (New York: Scribner, 1996). The introductory essay in Sexton, Signals Intelligence in World War II: A Research Guide (Westport, CT: Greenwood, 1996), is an excellent overview of the main literature for that period.
Generally:
A - B
C - G
H - L
M - T
U - Z
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