Xenophon's History of My Times picks up roughly where Thucydides left off. After finishing the account of the long and exhausting Peloponnesian War, Xenophon continues with stories of intrigues, betrayals, campaigns and bravery up to the year 362 BC. The Corinthian War, Greek incursions in Asia Minor, and Xenophon's Spartan heroes are all depicted in this work.
It's not nearly as good as Thucydides, nor nearly as exhaustive. Thucydides devoted about 600 pages (in my edition) to the first twenty years of the Peloponnesian War; Xenophon covers almost fifty years in about 350 pages. And while Thucydides's historical method has earned him the title of "first modern historian" and set the standard for centuries afterward, Xenophon is selective in his detail, sometimes wrong, and often biased. But Xenophon is still a gifted writer and the story he tells is brisk and exciting, if not necessarily the whole picture.
The thing I disliked about reading this book, the Penguin Classics edition, was the notes by George Cawkwell. He sets out well enough in the introduction that Xenophon's history is flawed and among the least of his works, being far inferior to something like The Persian Expedition, but Cawkwell litters the text with footnote after footnote pointing out Xenophon's every mistake and omission. It was instructive, at first, to know how Xenophon's account differed with that of other historians, but by the time I was a third of the way through the notes had the exasperating effect of a know-it-all heckler during an admittedly flawed but entertaining speech.
That said, Xenophon's history is still worth reading, and this translation by Rex Warner is excellent--fast-paced and very readable. If you're looking for history that Thucydides did not live to write about, this is one good place to find it.
Recommended.