- "The Great War: A Very Peculiar History" (2014)
- "Peculiarities of the First World War: Stories from the Western Front" (2015)
- "Peculiarities of the Second World War: Stories from the War in the Air" (2017)
- "Peculiarities of the Cold War: Stories from the Brink of Armageddon" (2019)
- "Peculiarities of the Space Age: Stories from the Final Frontier" (2021)
- "Peculiarities of the Digital Age: Stories from the Information Revolution" (2023)
In addition to these books, Cheshire has also written articles and essays for various publications, including:
- The Guardian
- The Telegraph
- The Independent
- BBC History Magazine
- Smithsonian Magazine
- The New York Times
- The Washington Post