Timeline-191/YMMV

Complete Monster: Featherston is one by the time Settling Accounts begins. Ferdinand Koenig is a Complete Monster from the get-go.
Ending Fatigue: The last third of In at the Death is basically tying up loose ends. Given the number of loose ends, it's justified.
Fridge Brilliance: After the Great War, part of Texas is carved out and becomes a US state named Houston, despite being nowhere near the city. Sam Houston was not a supporter of the Confederacy and was in fact forced out of Governorship of the State after it seceded. Naming it Houston makes perfect sense.
Fridge Logic: The folks at AlternateHistory.com have an entire thread dedicated to instances of fridge logic in this series.
It Was His Sled: Now that Turtledove has published seven books detailing the rise of the Freedom Party and the Second World War, the revelation that Jake Featherston is an Expy of Hitler isn't nearly as shocking as it was early in the series. When the character was first introduced during The Great War, he appeared to be nothing more than a run-of-the-mill artilleryman who happened to hate Blacks a bit more than the average Southerner.
Moral Event Horizon: The Population Reduction for everyone involved.
Protection From Editors: Harry has a really bad habit in repetition. It reaches a ridiculous new height in In at the Death when a chapter is duplicated.
Sequelitis: The series is eleven books long. It shows.
Some Anvils Need to Be Dropped: As Anvilicious and obvious as the parallels between the Confederate Population Reduction and our world's Holocaust is, it does enable Turtledove to make some important points about how such atrocities happen, about the bureaucracy involved and how most real-world Nazis and war criminals are not Card Carrying Villains that are easier and more palatable to digest in fictional form.
- Also: racism is bad. Period. And the South winning the Civil War would not, despite the cries of many Confederate diehards, have been a good thing.
Tear Jerker: The Population Reduction, especially the deaths of prominent characters like Scipio and Hipolito Rodriguez's suicide. Your Mileage May Vary, but I even cried when Jefferson Pinkard's family visited him before his execution. Much as he deserved what he got, there was real love there.