Almost any game by Lasker or Capablanca could be studied with profit, in the hope of playing a little more like our heroes. Their games are full of common sense. But the modernists and hypermodernists like Alekhin are not so easy to learn from; they thrive on a different style of chess, being less interested in the elegant harmony of principles and more interested in complexity, conflict and contradiction.

When John Nunn first came across the games of Alekhin, he said "How can anyone play like this?"(!). Alekhin's chess can be admired, but it is not easily imitated!

And here's Bobby FIscher on Steinitz:

"His style worked for him, but it could scarcely work for anybody else. His conceptions were gigantic, full of outrageous and unprecedented ideas. ... His play was fantastically complicated, more so than any player before or since. ... At the chessboard, he radiated a furious tension that often intimidated his opponents."

But he played many games, and wrote throughout his life, and in fact there is much that is instructive about his play. But the lessons are not always easy.

Opening

Alekhin played every opening with relish and invention, including the hypermodern Grunfeld Defence and the defence to which he gave his name. Never for Alekhin automatic development or routine captures; he strove to find the most accurate and challenging moves at every turn.

[Event "initiative"]
[Site "initiative"]
[Date "1922.??.??"]
[Round "?"]
[White "Alekhine"]
[Black "wolf (pistyan)"]
[Result "1-0"]
[ECO "D06"]
[PlyCount "79"]
[EventDate "1922.??.??"]


1. d4 d5 2. Nf3 c5 3. c4 cxd4 4. cxd5 Nf6 5. Nxd4 a6 {[#] A
famous (and much discussed) demonstration of the initiative.} 6. e4 {to keep
the d5 pawn} Nxe4 7. Qa4+ {now any interposition on d7 stops the attack on d5}
Bd7 (7... Qd7 8. Bb5) 8. Qb3 {hitting the b7 pawn} Nc5 9. Qe3 {preventing ...e5
} g6 10. Nf3 Qc7 11. Qc3 {[#] preventing ...Bg7. All these queen moves are
apparently against theory ("don't waste time with too many Queen moves") but
they are all to get Black tied down before completing his own development.} Rg8
12. Be3 b6 13. Nbd2 Bg7 14. Bd4 {exchanging off Black's best piece} Bxd4 15.
Qxd4 Bb5 16. Bxb5+ axb5 17. O-O Ra4 18. b4 Qd8 19. a3 {[#] no rush: Black is
in no position to retaliate. White's vigorous play has kept Black short of the
two or three moves need to untangle the position, and White is now clearly
winning with centralised pieces and better development(!)} Nbd7 20. Rfe1 Kf8
21. d6 Ne6 22. Rxe6 fxe6 23. Ng5 Qb8 24. Nxe6+ Kf7 25. Ng5+ Kf8 26. Qd5 Rg7 27.
Ne6+ Kg8 28. Nxg7+ Kxg7 29. dxe7 Nf6 30. Qxb5 Ra7 31. Re1 Qd6 32. e8=N+ Nxe8
33. Qxe8 Qxd2 34. Qe5+ Kf7 35. h4 Rxa3 36. Qe8+ Kg7 37. Re7+ Kh6 38. Qf8+ Kh5
39. Re5+ Kg4 40. Rg5+ {1-0} (40. f3+ Kg3 41. Rg5+ Qxg5) 1-0

And a vigorous win from the opening against a notable opening theorist (indeed, a lot of the theory of the Slav can be traced back to games between these players).

[Event "World Championship 17th"]
[Site "Netherlands"]
[Date "1937.10.16"]
[Round "6"]
[White "Alekhine, Alexander"]
[Black "Euwe, Max"]
[Result "1-0"]
[ECO "D10"]

1. d4 d5 2. c4 c6 3. Nc3 dxc4 4. e4 
{Alekhin: ‘It is almost incredible that this quite natural move has not been considered by the so-called theoreticians. White obtains now an appreciable advantage in development, no matter what Black replies.’}
4...e5 5. Bxc4 exd4 6.
Nf3 {Challenging, certainly, but not accurate.  Coles: ‘yet another of Alekhine’s sacrificial hazards, which would hardly bear repetition’}
6...b5 7. Nxb5 Ba6 8. Qb3 Qe7 9. O-O Bxb5 10. Bxb5 Nf6 11. Bc4 Nbd7 12. Nxd4
Rb8 13. Qc2 Qc5 14. Nf5 Ne5 15. Bf4 Nh5 16. Bxf7+ Kxf7 17. Qxc5 Bxc5 18. Bxe5
Rb5 19. Bd6 Bb6 20. b4 Rd8 21. Rad1 c5 22. bxc5 Bxc5 23. Rd5 1-0

Middlegame

I've chosen contrasting Alekhin games: one illustrating a solid grip on the game, showing many simple positional themes in a clear form, and two sprawling messes, apparently pushed forward mostly by Alekhin's formidable will to win.

[Event "London"]
[Site "London"]
[Date "1922.??.??"]
[Round "?"]
[White "Alekhin, Alexander"]
[Black "Yates, F.."]
[Result "1-0"]
[ECO "D64"]
[Annotator "Top 10: endgames"]
[PlyCount "75"]
[EventDate "1922.??.??"]

{[%evp 0,31,27,27,27,6,6,6,6,6,27,22,22,44,43,27,41,-18,43,36,51,53,66,25,56,
56,63,49,91,80,70,51,38,45] A game which seems to illustrate the positional
elements in turn. Clear themes and a cracking finish.} 1. d4 Nf6 2. c4 e6 3.
Nf3 d5 4. Nc3 Be7 5. Bg5 O-O 6. e3 Nbd7 7. Rc1 c6 8. Qc2 Re8 9. Bd3 dxc4 10.
Bxc4 Nd5 11. Ne4 f5 12. Bxe7 Qxe7 {Bad bishop.} 13. Ned2 b5 14. Bxd5 cxd5 15.
O-O a5 16. Nb3 {Dark squares.} a4 17. Nc5 Nxc5 18. Qxc5 Qxc5 19. Rxc5 b4 20.
Rfc1 {Controlling the file.} Ba6 21. Ne5 {Outpost in front of a backward pawn.}
Reb8 22. f3 b3 23. a3 h6 24. Kf2 Kh7 25. h4 Rf8 26. Kg3 {KUFTE.} Rfb8 27. Rc7 {
Seventh rank.} Bb5 28. R1c5 Ba6 29. R5c6 Re8 30. Kf4 Kg8 31. h5 Bf1 32. g3 Ba6
33. Rf7 Kh7 34. Rcc7 {Seventh absolute.} Rg8 35. Nd7 Kh8 36. Nf6 {Silent
sacrifice.} Rgf8 37. Rxg7 Rxf6 38. Ke5 {A final quiet move wins.} 1-0

Two of Alekhin's most celebrated brilliancies.

Click [...] to choose a game

[Event "Hastings"]
[Site "Hastings"]
[Date "1922.??.??"]
[Round "?"]
[White "Bogoljubow, Efim"]
[Black "Alekhin, Alexander"]
[Result "0-1"]
[ECO "A90"]
[Annotator "tactics: brilliancy"]
[PlyCount "106"]
[EventDate "1922.??.??"]

1. d4 f5 2. c4 Nf6 3. g3 e6
4. Bg2 Bb4+ 5. Bd2 Bxd2+ 6. Nxd2 Nc6 7. Ngf3 O-O 8. O-O d6 9. Qb3 Kh8 10. Qc3
e5 11. e3 a5 12. b3 Qe8 13. a3 Qh5 14. h4 Ng4 15. Ng5 Bd7 16. f3 Nf6 17. f4 e4
18. Rfd1 h6 19. Nh3 d5 20. Nf1 Ne7 21. a4 Nc6 22. Rd2 Nb4 23. Bh1 Qe8 24. Rg2
dxc4 25. bxc4 Bxa4 26. Nf2 Bd7 27. Nd2 b5 28. Nd1 Nd3 29. Rxa5 b4 30. Rxa8 bxc3
(30... Qxa8 {is OK, but having had the idea, who could resist playing it?}) 31.
Rxe8 c2 32. Rxf8+ Kh7 33. Nf2 c1=Q+ 34. Nf1 {The huddled white defensive
formation reminds me of the 'bear in the hole' of Japanese chess} Ne1 35. Rh2
Qxc4 36. Rb8 Bb5 37. Rxb5 Qxb5 38. g4 Nf3+ 39. Bxf3 exf3 40. gxf5 Qe2 41. d5
Kg8 42. h5 Kh7 43. e4 Nxe4 44. Nxe4 Qxe4 45. d6 cxd6 46. f6 gxf6 47. Rd2 Qe2
48. Rxe2 fxe2 49. Kf2 exf1=Q+ 50. Kxf1 Kg7 {After all that, Black wins the
pawn ending!} 51. Kf2 Kf7 52. Ke3 Ke6 53. Ke4 d5+ 0-1

[Event "Baden Baden"]
[Site "?"]
[Date "1925.??.??"]
[Round "8"]
[White "Reti, R.."]
[Black "Alekhin, Alexander"]
[Result "0-1"]
[ECO "A00"]
[Annotator "Top 10: games"]
[PlyCount "80"]
[EventDate "1925.??.??"]

1.
g3 e5 2. Nf3 e4 3. Nd4 d5 4. d3 exd3 5. Qxd3 Nf6 6. Bg2 Bb4+ 7. Bd2 Bxd2+ 8.
Nxd2 O-O 9. c4 Na6 10. cxd5 Nb4 11. Qc4 Nbxd5 12. N2b3 c6 13. O-O Re8 14. Rfd1
Bg4 15. Rd2 Qc8 16. Nc5 Bh3 17. Bf3 Bg4 18. Bg2 Bh3 19. Bf3 Bg4 20. Bh1 h5 21.
b4 a6 22. Rc1 h4 23. a4 hxg3 24. hxg3 Qc7 25. b5 axb5 26. axb5 {Black now
begin s a long combinational run, keeping the initiative to the end. Since the
game was played, defences for White have been found, but over the board, Reti
could not keep his balance.} Re3 $3 27. Nf3 (27. fxe3 Qxg3+) 27... cxb5 28.
Qxb5 Nc3 29. Qxb7 Qxb7 30. Nxb7 Nxe2+ 31. Kh2 Ne4 32. Rc4 Nxf2 33. Bg2 Be6 34.
Rcc2 Ng4+ 35. Kh3 Ne5+ 36. Kh2 Rxf3 37. Rxe2 Ng4+ 38. Kh3 Ne3+ 39. Kh2 Nxc2 40.
Bxf3 Nd4 (40... Nd4 41. Rf2 Nxf3+ 42. Rxf3 Bd5 {[%csl Gb3,Gb7,Gf3,Gf7]}) 0-1

Endgame

So, Alekhin's chess is not easy, but in the endgame, some welcome clarity can appear. Here's a celebrated annotation, explaining how to squeeze a win by coming up with a plan:

[Event "Top 10 endgames:"]
[Site "Paris"]
[Date "1933.??.??"]
[Round "4"]
[White "Znosko Borovsky, Eugene"]
[Black "Alekhin, Alexander"]
[Result "0-1"]
[ECO "C87"]
[Annotator "Top 10: endgames"]
[PlyCount "110"]
[EventDate "1933.??.??"]

{[%evp 0,21,21,20,20,20,26,15,4,5,2,-7,25,-54,-5,-19,16,23,10,-23,42,17,11,6]
a revelation, Alekhin's notes opened up a whole new world of ideas to me.} 1.
e4 e5 2. Nf3 Nc6 3. Bb5 a6 4. Ba4 Nf6 5. O-O d6 6. c3 Bd7 7. Re1 Be7 8. d4 O-O
9. Nbd2 Be8 10. Bxc6 Bxc6 11. dxe5 dxe5 12. Nxe5 Bxe4 13. Nxe4 Qxd1 14. Nxf6+
gxf6 15. Rxd1 fxe5 {[#] The endgame position reached is by no means as easy to
conduct - especially for the first player - as it appears. Black's plan -
which will prove a complete success - is divided into the following parts: (1)
Exchange one pair of Rooks. (2) Bring the King to e6 where he will be
protected from a frontal attack by the e-Pawn, and can prevent the entrance of
the remaining White Rook at d7. (3) By operating with the Rook on the open
g-file, and advancing the h-Pawn, force the opening of the h-file. (4) After
this the White King - and eventually also the Bishop - will be kept busy in
order to prevent the intrusion of the Black Rook at h1 or h2. (5) In the
meantime, Black, by advancing his a- and b-Pawns, will sooner or later succeed
in opening one file on the Queen's-side. (6) As, at that moment, the White
King will still be on the other wing, White will not have sufficient force to
prevent the final intrusion of the Black Rook on his first or second rank.
Granted that, if White had, from the beginning, realised that there actually
existed a danger of losing this endgame, he probably would, by extremely
careful defence, have saved it. But as it happened, Black played with a
definite plan, and White only with the conviction that the game must be drawn.
And the result was, a very instructive series of typical stratagems, much more
useful for inexperienced players than so-called 'brilliancies'.} 16. Bh6 {
(prompts an exchange Black wants anyway!)} Rfd8 17. Kf1 f5 18. Rxd8+ Rxd8 19.
g3 Kf7 20. Be3 h5 21. Ke2 Ke6 22. Rd1 Rg8 23. f3 h4 24. Bf2 hxg3 25. hxg3 Rh8
26. Bg1 Bd6 27. Kf1 Rg8 28. Bf2 b5 29. b3 a5 30. Kg2 a4 31. Rd2 axb3 32. axb3
Ra8 33. c4 Ra3 34. c5 Be7 35. Rb2 b4 36. g4 f4 37. Kf1 Ra1+ 38. Ke2 Rc1 39. Ra2
Rc3 40. Ra7 Kd7 41. Rb7 Rxb3 42. Rb8 Rb2+ 43. Kf1 b3 44. Kg1 Kc6 45. Kf1 Kd5
46. Rb7 e4 47. fxe4+ Kxe4 48. Rxc7 Kf3 49. Rxe7 Rxf2+ 50. Ke1 b2 51. Rb7 Rc2
52. c6 Kg3 53. c7 f3 54. Kd1 Rxc7 55. Rxb2 f2 0-1

And an endgame against a more formidable opponent, which has been much discussed in the books as a model of how to win with an outside passed pawn in a Rook endgame -- it all depends on having your Rook behind the passed pawn. Well worth playing out against a peer or a computer.

[Event "World-ch12 Alekhine-Capablanca +6-3=25"]
[Site "Buenos Aires"]
[Date "1927.11.26"]
[Round "34"]
[White "Alekhin, Alexander"]
[Black "Capablanca, JR.."]
[Result "1-0"]
[ECO "D51"]
[Annotator "endgame: rook + a-pawn"]
[PlyCount "163"]
[EventDate "1927.09.16"]
[EventRounds "34"]
[EventCountry "ARG"]

{[%evp 0,37,26,32,25,-11,-2,-10,4,-28,8,10,13,12,33,38,42,38,61,37,55,55,34,29,
56,20,27,28,24,32,26,18,22,23,19,2,3,6,6,3]} 1. d4 d5 2. c4 e6 3. Nc3 Nf6 4.
Bg5 Nbd7 5. e3 c6 6. a3 Be7 7. Nf3 O-O 8. Bd3 dxc4 9. Bxc4 Nd5 10. Bxe7 Qxe7
11. Ne4 N5f6 12. Ng3 c5 13. O-O Nb6 14. Ba2 cxd4 15. Nxd4 g6 16. Rc1 Bd7 17.
Qe2 Rac8 18. e4 e5 19. Nf3 Kg7 20. h3 h6 21. Qd2 Be6 22. Bxe6 Qxe6 23. Qa5 Nc4
24. Qxa7 Nxb2 25. Rxc8 Rxc8 26. Qxb7 Nc4 27. Qb4 Ra8 28. Ra1 Qc6 29. a4 Nxe4
30. Nxe5 Qd6 31. Qxc4 Qxe5 32. Re1 Nd6 33. Qc1 Qf6 34. Ne4 Nxe4 35. Rxe4 Rb8
36. Re2 Ra8 37. Ra2 Ra5 38. Qc7 Qa6 39. Qc3+ Kh7 40. Rd2 Qb6 41. Rd7 Qb1+ 42.
Kh2 Qb8+ 43. g3 Rf5 44. Qd4 Qe8 45. Rd5 Rf3 46. h4 Qh8 47. Qb6 Qa1 48. Kg2 Rf6
{[#] It's all in the details. White swaps Queens when he can keep his Rook
active.} 49. Qd4 Qxd4 50. Rxd4 Kg7 51. a5 Ra6 52. Rd5 {[#]} Rf6 53. Rd4 Ra6 {
'[#]'} 54. Ra4 {'!' [#] That's the one. Now White wants his King in.} Kf6 55.
Kf3 Ke5 56. Ke3 h5 57. Kd3 Kd5 58. Kc3 Kc5 59. Ra2 {'!'  (pass: Black decides
to put the King on guard duty)} Kb5 (59... Ra7 60. a6 Kb6 61. Kb4) 60. Kb3 Kc5
(60... Rxa5 61. Rxa5+ Kxa5 62. Kc4) 61. Kc3 Kb5 62. Kd4 {'!'} Rd6+ 63. Ke5 Re6+
64. Kf4 Ka6 65. Kg5 {'!'} Re5+ 66. Kh6 {'[#]'} Rf5 (66... Re7 67. Kg7 Rd7 68.
Kf6 Rc7 69. Re2 Kxa5 70. Re7 Rc2 71. Rxf7 Rxf2+ 72. Kxg6 Rg2 73. Rf3) 67. f4 {
'?!'} (67. Kg7 Rf3 {White triangulates.} 68. Kg8 (68. Rd2 $1 Kxa5 69. Rd5+ Kb6
70. Rd6+ Kc5 71. Rf6) 68... Rf6 (68... Rf5 69. f4 Rf6 70. Kf8 $1 (70. Kg7 Rf5
71. Ra3)) (68... f5 $1 69. Kg7 f4 70. Kxg6) 69. Kf8 Rf3 70. Kg7 Rf5 71. f4 $1)
67... Rc5 {'!'} 68. Ra3 Rc7 69. Kg7 Rd7 70. f5 {'!' '?!'} (70. Kf6 Rc7 71. f5
Rc6+ 72. Kxf7 gxf5 73. Rf3) 70... gxf5 71. Kh6 f4 {'!' Black's doing his
considerable best.} 72. gxf4 Rd5 73. Kg7 Rf5 74. Ra4 Kb5 75. Re4 {'!'} Ka6 76.
Kh6 (76. Kg8 Kb7 (76... Rf6 77. Kf8 Rg6 (77... Rf5 78. Kg7) 78. Kxf7 Rg4 79.
Re6+ Kxa5 80. f5) 77. Re7+ Kc6 78. Rxf7 Rxa5 79. Kg7 Kd6 80. Kg6) 76... Rxa5 {
'?'} 77. Re5 Ra1 78. Kxh5 Rg1 79. Rg5 {'!'} Rh1 80. Rf5 Kb6 81. Rxf7 Kc6 82.
Re7 {'!'} 1-0