Original Documents from the National Archives, Kew :

   The Zimmermann- / Mexico-Telegram

     - or : International Diplomacy in War times

     Sweden was "neutral", but it let secretly use the Imperial Germany Foreign Office
     its diplomatic cable lines. All German diplomatic traffic went from Berlin to Stockholm
     via a Baltic cable, and from there to the German embassies in neutral countries.

     Germany was using its embassies in neutral countries to prepare 'sabotage' ("terrorist actions"
     one would say today) against Britain; the German Foreign Secretary Zimmermann
     and the German Ambassador in the U.S.A. were personally involved.

     Great Britain did not shy away to decypher secret messages of allies like France, or neutrals
     like the U.S.A., but it simply overlooked until the end of 1916, that it was in possession of all the
     cyphered German oversea diplomatic messages, passing from Stockholm via England into the world.
     This capital error must have lulled the Germans - Foreign Secretary Zimmermann proposed Mexico in
     a telegram a wartime alliance against the U.S.A. in January 1917.
     The British decryption of this telegram in February 1917 was one of the most important factors leading
     to the American declaration of war against Imperial Germany in April 1917.
     [And the real story is even more complicated - see Patrick Beesley, Room 40, Oxford 1984, page 204ff, for details.]

   HW 7/7 - Room 40 German decrypts: diplomatic telegrams between Berlin and Mexico routed via Swedish diplomatic ... 1916 :

     The Swedish Communication Line, 5 pages  
     Using the official Swedish Diplomatic Channel the German Foreign Ministry proposes
     the Mexican Government to buy some strong W/T receivers from AEG, Germany, to be
     able to receive direct German W/T messages from the Nauen station.

   ADM 137/3962 - Intercept German diplomatic telegrams, Berlin-Washington, Washington-Berlin :

     German sabotage in North America, 2 pages  

   HW 7/8 - Room 40 German decrypts: diplomatic telegrams including Zimmerman message of Jan 16 1917 :

     The Zimmermann- / Mexico-Telegram, 3 pages