I'm a bit of a WW2 buff so I enjoyed this quite a bit, but I'll get my complaints out of the way first.
I know star power drives the entertainment industry, I'm aware that magical star dust must be sprinkled on everything, but I think it is a mistake to cast well-known actors as historical figures. John Lithgow is just too well known to pull of a convincing FDR. He's John Lithgow, for crying out loud, and I seen him in "The World According to Garp" dressed up as a woman. Now, I'd rather not picture FDR as a woman, but I can't help it, and it's weird.
Michael Caine, who I'm pretty sure dressed up like a woman in one of his pictures, is a little stiff playing Stalin but, hey, it's Stalin! What are you going to do? Stalin makes for a much funnier woman though, you have to give him that.
Bob Hoskins. Well, I thought he was too short to play Churchill, he's like a smidget, but according to a reputable looking web site, Churchill only stood 5' 6". (Hmm. Who knew?) Anyway, I don't remember Hoskins ever in drag, but I'm not a recognized expert in his oeuvre. What I would say is that Churchill dressed up as a woman would look just like Queen Victoria. They're like dead ringers, right?
Anyway it's not that these actors aren't good, Hoskins is especially good, I just think lesser known actors wouldn't be as distracting, especially when playing such big figures. It's one less thing to think about, instead of wondering how tall Churchill was or what he would look like with lipstick. But that's just me.
This teleplay really does get into the heads of the three. Apparently it is based nearly verbatim on the correspondences with each other, and it certainly comes off as authentic. There is an odd structure to this in which the characters talk to each other directly, instead of through cables, even when they are geographically oceans apart. It's surreal at first, but you get used to it and you couldn't really have a movie with just three guys reading letters, right? This is good and I recommend it. I think it made me smarter. I feel smarter.