The Baroque Cycle began with Quicksilver, which set up the story: Daniel Waterhouse, a distant ancestor of the lead character in Cryptonomicon, is the son of a revolutionary puritan in 17th Century England who escapes revolution, plague and fire in the company of Sir Isaac Newton and the founding fathers of Natural Philosophy, the rationalists who dissect dogs and swill mercury and invent science. His adventures in and out of London are set in motion by Enoch Root -- not an ancestor of Cryptonomicon's Enoch Root, it seems, but the actual Enoch Root, hundreds of years before Cryptonomicon's action. (Another major element here is the simultaneous invention of calculus by Leibniz and Newton)
The story picks up in The Confusion, where we get to spend a lot of time in the company of Bob and Jack Shaftoe (ancestors of Cryptonomicon's Bobby Shaftoe), who are engaged in swashbuckling, globe-spanning adventures that contain, among other things, the best swordfighting scenes I've read since The Princess Bride. At the center of all of this is the Duchess Eliza of Arcachon-Qwghlm, a distant ancestor of the Qwghlmers from Cryptonomicon.
Finally, the story concludes in volume three, The System of the World, which brings together all of these characters in London as they hurtle towards the fusion of the old system -- alchemy, superstition and regency -- fuses with the new -- money, rationalism, mercantilism.
The historicity of these books is borderline alarming. Stephenson has researched so many goddamned interesting factoids about pirates, the birth off the monetary system, natural philosophy, alchemy, the court of the Sun King, the functioning of London's ancient prisons, the nature of sewage disposal in early metropolises, and many other diverse subjects that you can practically open the books to any page and find five cool trivia questions to baffle your friends with on e.g. long plane trips.
The storylines are convoluted in the extreme: they twist and turn on themselves, surprising and delighting.
The characters are Stephenson's best: funny, likable, roguish, brilliant, and insightful, and they serve to illuminate his research, and almost never seem like an artifice for this purpose.
The books' strengths, however, are also their failings. They are slow in many places, bogged down in detail (especially the intrigues among the many royals), as though Stephenson was bent on conveying the sheer tedium of life in the 16th and 17th centuries. The convolutions in the plotlines veer back and forth between intriguing and confusing.
For all that, these books are like a good curry. They're mild and interesting when you first taste them, but after you've swallowed, they grow on you, spreading a warm fire throughout your digestive system, making beads of sweat appear on your forehead. Since finishing the first two books, I've been practically haunted by them. Ever time I spend money, or walk through London, or see a ship, or think about math and science, some snippet of those books springs to mind, a lens through which to reexamine my thinking and assumptions.
The System of the World is no less moving: even as I drew toward the conclusion, it was already working at me, making me think hard about the world around me. Though reading these books was, at times, a chore, it was a chore that paid off handsomely.