Check this out. The BBC have a feature on the wargame HG Wells created.
Interesting stuff.
http://www.bbc.co.uk/news/magazine-22777029
Arguably more directly pertinent to RPGs and story games of various sorts is Floor Games. Both books are available via Project Gutenberg, although perhaps without the photographs.
I love LW's conversational style and the whimsical illustrations. It manages to teach the rules and entertain at the same time.
Kinda reminds me of the 1e AD&D DMG in that regard.
I'm not certain, but I believe the senior Mr. Potts and the head of the candy company are playing Little Wars in the movie Chitty Chitty Bang Bang.