One of my hobbies is learning about crypto. I made this message using the online Enigma machine applet:
http://russells.freeshell.org/enigma/ UEN GPTQAV UR GAC CFEL TC KO GXXTNI DIOSWGLRIsn't this stuff still real hard to crack?
One interesting page that gives good background on this is http://home.earthlink.net/~nbrass1/1enigma.htm (A link some where down from Kevin's above to this was broken.)
Several books detailing this story I've read in the last few years, and highly recommend:
Battle of Wits by Stephen Budiansky
Covers all aspects of Allied efforts, including a few pages on Venona. (Item that stuck in my mind about Venona mentioned in this book was that Cecil Phillips started out with a Little Orphan Annie decoder ring before becoming one of the heros of the Cold War.) Pages 66-68 he credits work in the 30's by Solomon Kullback with the basic 'depth' statistical techniques for attacking polyalphabetic ciphers. The first chapter, a detailed account of the Battle of Midway couldn't be more exciting. Brief mentions of Gen. Marshall provide some of the summerizing moments.
Seizing the Enigma by David Kahn
I haven't read Kahn's other books, but if they are anything like this one, they couldn't be any better. Kahn goes into details on the naval operations that 'seized the enigma' as well as the 'wizard war', making it qualify as an action-adventure story. Interesting technical point was the account of Marian Rejewski's breakthrough idea of using Group Theory to model Enigma behaviour.
MacArthur's ULTRA by Edward J. Drea
A few pages in this are incredible. The rest is good historical writing. One of the people that comes off good is USAAC Lt. Gen. Kenney. (Unfortunately, I've lost a great first person account of the Battle of the Bismark Sea that should be folded up and stored inside this book.)
Marching Orders by Bruce Lee
Another book with some pretty incredible passages. Probably the most startling is the one that explains why Stalingrad was so important, why Churchill moved Mountbatten to South East Asia Command etc. Almost as startling in it are the decrypts of Japan's ambassador to the USSR. For the most part this book deals with how ULTRA information was used by the Allies, and long quotes of decrypts put in historical context. A monumental piece of historical research.
Code Breakers / Code Breakers In The Far East by F.H. Hinsley & Alan Stripp
A lot of first person accounts of what went on the various UK cryptanalysis efforts.
Venona Decoding Soviet Espionage in America by John Earl Haynes and Harvey Klehr
Yet another side effect of Stalingrad. Not discussed much, but very important to understanding what really happened in the 20th Century. Details on the assassination of Leon Trotsky, early background on CPUSA, activities of Earl 'The Helmsman' Browder, Kitty Harris, Soviet 'Rezidents' are fascinating. Whittaker Chambers, Elizabeth 'Clever Girl' Bently, Victor Kravchenko etc. vindicated.
Venona, The Greatest Secret of the Cold War by Nigel West
For the most part this seems to cover the same points as the above, but with a slighly more British slant on things. Interesting topic just slightly touched upon was how Finland was able to fight off the Soviet Union, and happenings in Scandanavia in general. (still <100p to go on this one.)