In searching around for my post New England Story - The life and death of the mysterious Harry Freame I found a very interesting source, the Australian Department of Foreign Affairs and Trade historical record series.
The specific document I looked at was a secret cable from Sir Thomas Inskip, U.K. Secretary of State for Dominion Affairs, to Sir Geoffrey Whiskard, U.K. High Commissioner to Australia dealing with the proposed Australian Legation in Japan. From my viewpoint I found this fascinating because of the insights it provided on the way things worked.
This cable is one document in one volume of a twenty volume series. Those that are interested can find an entry point here. You can follow them by clicking backwards and forward. Do have a browse!