James created two formal records of his life: an incomplete autobiography and approximately 95 cm of personal diaries for the years 1936-1962. From 1939 onwards, his diary is also a running office record of his activities as Principal. James' personal notes are handwritten, but the office copy was typed by his secretary, Dorothy McMurray. While working on his autobiography following his retirement, James interfiled the two. Apart from descriptions of his activities and reflections, the James diaries contain minutes,
memoranda, letters, essays on countries visited by James, speeches and poetry. There is a separate series of pocket appointment diaries from 1919 to 1972, and gardening diaries from 1949-1959 and 1963-1969.

Juvenalia and student materials consist of two albums (1905 and 1907) of postcards; a schoolboy commonplace-book of extracts, news clippings and reflexions on religious topics (possibly digests of sermons); six volumes of secondary school notes on economic history; approximately 24 cm of examination papers, essays and notes from James' London School of Economics days; and notes for a course on the Law of Prize from the University of Pennsylvania (1925). Three volumes of personal scrapbooks cover the period 1917-1939: the first (1919-1931) includes school and university reports of standing, while the remaining two consist of newspaper articles by and about James, invitations, letters concerning his speeches and publications, and telegrams and correspondence concerning James' appointment to the School of
Commerce at McGill.

Private financial records include two volumes of day-books (1952-1954), two ledgers (1962-1970), bank statements (1937-1962), correspondence concerning investments, pensions etc. (1941-1969), and papers relating to his real estate in England.