The Willy-Nicky Correspondence was a set of telegrams between Wilhelm II of the German Empire and Tsar Nicholas II of Russia from June 16, 1914 up until August 2, 1914.
Kaiser Wilhelm II and Tsar Nicholas II were third cousins (both were great-great-grandsons of Paul I of Russia) and first cousins through Nicholas' wife, Alix of Hesse. The emperors corresponded in English and were accustomed to calling each other "Willy" and "Nicky" but would use their counterparts' formal names when either one of them was upset or in distress.
The term Willy-Nicky Correspondence was coined by Herman Bernstein who revealed in the New York Herald in September 1917 that the two emperors had a secret telegram-correspondence which he published in a book shortly after in January 1918.
The telegrams start with a plea from the Tsar to the Kaiser to try to stop the serious developments that led up to World War I. An excerpt:
Ultimately, the correspondence changes tone and the two leaders warn each other of impending mobilization due to factors out of their control, while retaining the notion that mobilization does not mean war. An excerpt of the last telegram: