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This is nuts. I love it, and I want to see it represented in alt-history fiction.
The Louisiana Purchase would probably look quite different if we were still a British subject. Does that put a damper on any industrial snowball? No doubt Napoleon still does Napoleonic things, so I expect we end up with it eventually, unless Britain springs for a separate colony.
We probably delay the English abolition of slavery, and I would expect we have a civil war over it anyway. But the export-reliant, heavily coastal Confederacy of our timeline stands no chance against peak Victorian England. Unless they're committed in India or, I dunno, Russia at that point, the war is much shorter and favors the Union.
Russia probably ends up in the same mess over the 19th century. Their problems didn't depend on Napoleonic devastation or the Continental balancing act. I don't know nearly enough about German and Italian unification to say where that derails. Bonus points if Marx gets lost to the butterflies, though I suppose something like communism was bound to happen.
And that's before we even get to renegotiating WWI.
Assuming that the French Revolution and ensuing Anglo-French wars happen on schedule, North America is a theatre in the same way it was in all the previous Anglo-French wars. The War of 1812 equivalent in that timeline is a "British" invasion of Louisiana (presumably with local troops led by Jackson and a modicum of Royal Naval support). Given that the UK and allies win the Napoleonic wars, I suspect British North America incorporates the Louisiana Purchase by conquest.
But the biggest question about a "No American War of Independence" timeline is how the French Revolution is affected. As @ToaKraka points out below, the natural assumption from a US-centric perspective is that with the radical ideas of e.g. Thomas Paine discredited and the French spending less money helping the Americans, the French Revolution doesn't happen. And essentially everything in non-US political history is downstream of the French Revolution - and possibly more American history than you think is too given that the main "real issue" in the First Party System was which side the new US should take in the Napoleonic Wars. I could defend the proposition that no French Revolution means no drive to universal white male suffrage in the US. But this depends on whether we are in a timeline where the Americans were defeated or one where a deal was done - if the Galloway plan happens then Thomas Paine is a prominent British statesman by 1789 and proto-democratic Whiggery is the dominant politics of the British Empire.
But from a non-US-centric perspective, the US as of 1776 is too small to determine the fate of France. Something like the Anglo-French War of 1778 happens roughly on schedule because the British and the French have unfinished business, and the British can still run the bill up until the French cry uncle. (The British cope for losing the American War of Independence is that we took a tactical drop in what we wrongly believed was the least important theatre of a three-ocean war against France - the larger Anglo-French war was a true World War).
If I do an alt-history timeline, it would be one where Cecil Rhodes makes a miraculous recovery from his chronic disease, returns to the UK triumphant after his victories in Africa, and enters UK politics as a Liberal Imperialist. He was born in 1853 so you can easily have him in the cabinet through WW1 and alive as an elder statesman into WW2. I agree with you that the "successful Galloway plan" timeline would be a lot of fun too.
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For Want of a Nail:
The US loses the Battle of Saratoga. France and Spain develop no faith in the rebels' ability to win the war, and refuse to provide aid, so the US then loses the war. However, Britain recognizes its errors and reforms the US and Canada into a dominion-ish Confederation of North America.
With no extra debt from fighting Britain in the American Revolution, France does not collapse into revolution (though it comes close after losing a war to Prussia and Britain in 1799), and Louisiana remains under Spanish, and then Mexican, control.
The American rebels that have not been executed for treason emigrate to form the Republic of Jefferson (Texas fifty years early). In 1816, Jefferson (led by Andrew Jackson) intervenes in a Mexican civil war to form a United States of Mexico that later degenerates into dictatorship.
The CNA abolishes slavery in 1841, after an economic depression with roots in London bank failures causes the price of cotton to plummet, making owning slaves uneconomical.
Republicanism in Europe is crushed by the failure of the American rebels, and is not revived until 1879, when, after Louis XX abdicates in the face of advancing German troops, socialist rioters in Paris execute the royal family and, aided by defecting French troops, beat back the Germans. The ensuing continent-wide wave of republican/socialist spirit in 1880 (comparable to OTL's Springtime of Nations) overtakes all the major powers except Britain and Russia.
Russia collapses in 1900, after losing Alaska and eastern Siberia to the USM in a conflict analogous to OTL's Russo-Japanese War.
Et cetera. The book extends to year 1970. It is written in the style of a textbook, with hundreds of footnotes and fake citations.
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