Here is an extremely interesting book from 1937: Collectivism: A False Utopia (link takes you to full text).
On the plus side, this book is an excellent demonstration of the commonality between Nazi German, Fascist Italy, and Soviet Russia. The governments he analyzes are all socialist in their practical essence. And notice the year: 1937. This is an impressive thesis given the times, not too long after the New York Times was heralding the glories of fascism in Italy and overlooking the crimes taking place in Russia. The left was entirely missing the connection between these regimes.
On the downside, the book has little or nothing to say about FDR and the New Deal, for whatever reason. A careful reader will also note a hint of democratic imperialism in these pages.
The author is William Henry Chamberlin, who made his living as a journalist, and you can see and how in these pages. The prose is fantastic, and the explanations clear as a bell. Rothbard writes that he was an early editor of refurbished Freeman, and though excellent in general, he was not entirely sound on the foreign-policy question. You pick up on that in these pages.
Nonetheless, it is yet another case in point that William Buckley did not somehow found free-market thought in America. There was a vibrant intellectual tradition alive before the war, and Chamberlain was part of it. I think you will enjoy this work — and it is worth citing as an example of how some people saw the truth about collectivism long before the news of Nazi and Soviet crimes was generally known.