The Most Instructive Chess Game Ever Played

In my opinion this game by Alekhine is the most instructive game of chess ever played.
You can play through the game on Chessgames.com by clicking on this link.
You may have to set the Java Default when you get to the page.

http://www.chessgames.com/perl/chessgame?gid=1012005

We may never play as well as Alekhine, but we can understand what he was doing.  Here he exchanges Queens early, and checkmates his opponent with rook, knight and pawn.  All of his moves did not look that dangerous until the mating trap swung shut.

Another thing we learn here is that there is not much danger in castling queenside when the queens have been exchanged.  Of course, Alekhine favored the French Defense, and a lot of queenside castling goes on there.  So he had some practice at it.  Also interesting to note is that Alekhine taught Russian players like Vladimir Bagirov and Efim Geller to exchange queens when your position looks to be more favorable.  As Botvinnik once put it, " Have a plan.  Have any plan, but have a plan."
Bagirov was chess coach to both Kasparov and Tal.

No one ever played Alekhine's Defense better than Bagirov, and he often exchanged queens in it on his way to a win.  We can be sure he studied all of Alekhine's games during World War II.