TITLE: Examples of Mathematical Papers that Contain a Kind of Research Report
QUESTION [48 upvotes]: What are examples of well received mathematical papers in which the author provides detail on how a surprising solution to a problem has been found.  
I am especially looking for papers that also document the dead ends of investigation, i.e. ideas that seemed promising but lead nowhere, and where the motivation and inspiration that lead to the right ideas came from.  
By "surprising solution" I mean solutions that feel right at first reading and it isn't clear why they haven't been found earlier.

REPLY [3 votes]: I enjoy The genesis of the Macdonald polynomial statistics, complete with journal entries, and detailed descriptions of the experimental method.
This paper describes how the researchers came up with a nice formula for the combinatorial (aka modified) Macdonald polynomials.