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New York remains on high alert. There is virtually no one here who does not understand that we and Washington are what we were on Sept. 11 almost nine years ago: the main and primary targets. Last weekend's events in Times Square demonstrated again that our enemies are persistent and focused if not, in the case of Faisal Shahzad and, 4½ months ago, of Umar Farouk Abdulmutallab, the would-be underwear bomber, very good at murdering. They both appear to have been wayward sons of their nations' establishments—Shahzad's father was a retired vice marshal of Pakistan's air force, Abdulmutallab's a prominent Nigerian banker—and essentially stupid. But they will be followed by others who are not so hapless.

New Yorkers the past week have discussed all this with appropriate concern. We speak of who Shahzad is—how they found him, how they lost him, how they caught him—and of the sturdy T-shirt salesman, the mounted cop, the airport screener who spotted his name. We speculate about what happened in the moments before Shahzad, his keys still in the car, fled Times Square. But there is no air of panic; we knew we were a target, we have absorbed this information, factored it in, included it as a fact of our lives and concluded there's little we can do about it. "If you see something, say something" as we've all memorized from buses and train stations.

The only time we feel a sharp edge of anxiety is when we're between stations deep down in the subway. But even there—about five years ago, during another terror alert, anxious plainclothes policemen stormed onto our uptown subway at 42nd Street, holding the doors open with their bodies. They were breathless: Were there any unclaimed bags on this train? Look under your seats! A woman saw what looked like a full grocery bag. "Is this yours?" "No, give it to the cops." "Is it yours?" "What's in it?" A man's voice rose from the middle of the jammed car, aimed at the police. "Take the blankin' bag and close the blankin' door, we're goin' home." Pretty much everyone laughed and clapped, and the cops grabbed the bag and were gone.

Even in terror alerts, the practical trumps the abstract. We're hungry, take your bomb, we're going home.

But we are at this point in phase two of the long war, not the harrowing years just after 9/11 and the anthrax attacks. And here it may be instructive to look at the experience of another great nation that faced a long terror siege.

Britain faced a quarter-century of terror bombings from the Irish Republican Army, which literally called its campaign "the long war." But the IRA found itself up against a particular spirit, a national attitude that isn't remembered enough or lauded enough. We see some of it in these words: "There is no excuse for the IRA's reign of terror. If their violence were, as the misleading phrase often has it, 'mindless,' it would be easier to grasp as the manifestation of a disordered psyche. But that is not what terrorism is, however many psychopaths may be attracted to it. Terrorism is the calculated use of violence—and the threat of it—to achieve political ends." That is Margaret Thatcher. More on her in a moment.

The Journal Editorial Report takes a closer look at the failed bomb attempt in Times Square: What can we learn from the UK? Video courtesy of Fox News.

In the 1970s, the IRA weapon of choice was the car bomb. They used them to hit Belfast's main shopping center in July 1972, killing nine and leaving 130 wounded. There were many bombings and assassinations, most famously Lord Louis Mountbatten and three others in August 1979. Meanwhile the IRA broadened its campaign in England. At first they bombed pubs. In Birmingham in November 1974, they killed 21 civilians and injured 162. In the early 1990s, they bombed the City of London, Canary Wharf, Manchester; in a bombing attack in the town of Warrington they wounded 50 people and killed, among others, a 12-year-old boy and a 3-year-old shopping with his family. By the end of their terror campaign, they'd injured more than 2,000 civilians and killed more than 100.

What helped the Brits through the long haul? Their particular nature as a people. The great English journalist Harold Evans, editor of the Sunday Times at the time of the Birmingham bombings, says, "I hate to use the word stoicism, but it's true." There is "a dominant British characteristic" that involves "understatement and irony." Mr. Evans adds that "history counts in people's lives." He, and those who were leading Britain in those days, "grew up in the war and the fantastic pride invoked by Churchill. All societies have underlying currents of feeling. With the British one is tolerance, and the other is pride in British achievements, a universal acknowledgment . . . that we were a diminished empire but a great people."

Also unshaken, "the British pride in their tolerance, their respect for fair play," Mr. Evans says. "When the bombs started in Britain, my recollection is that there wasn't any huge upsurge of feeling against the Irish." There was some fury with America, "because America was supplying the guns" to the IRA, as was Moammar Gadhafi's Libya. In the end the English saw the Americans as "deceived by the IRA." Those who are indifferent to the special relationship might remember what the British not long ago suffered for it.

After he left office in 1974, former British prime minister Edward Heath was the target of two assassination attempts. The IRA bombed his London home while he was away—haplessness among terrorists did not start in Times Square—and tried to blow up his car. But in October 1984 they got close to killing a sitting prime minister. In Margaret Thatcher's memoir, "The Downing Street Years," she recounts with understatement and precision the bombing of the Grand Hotel in Brighton.

She was up late working on a speech. "At 2:50 a.m. Robin Butler asked me to look at one last official paper—it was about the Liverpool Garden festival." Four minutes later "a loud thud shook the room. . . . I knew immediately that it was a bomb." It had been placed above her suite, which was now strewn with glass. She made her way, covered in plaster dust, out of the hotel, met with aides, slept in her clothes for an hour at a police facility, woke to the news reports—five dead, including a cabinet minister's wife—and turned to her remarks to the Tory party conference. "I was already determined that if it was physically possible to do so I would deliver my speech." Urged to return to No. 10 Downing, she said, "No: I am staying."

"I knew that I could not afford to let my emotions get control of me. I had to be mentally and physically fit for the day ahead. I tried not to watch the harrowing pictures. But it did not do any good. I had to know each detail of what had happened—and every detail seemed worse than the last."

Contemporary politicians, please note: In the rewrite of her speech, Mrs. Thatcher removed "most of the partisan sections." This "was not a time for Labour-bashing but for unity in defense of democracy."

After she delivered it, the "ovation was colossal." "All of us were relieved to be alive, saddened by the tragedy and determined to show the terrorists that they could not break our spirits."

Harold Evans remembered it. "That day she was wonderful. She truly was the iron lady."

I wonder if David Cameron will be anything like her.

Lessons From Another 'Long War' The British stood their ground when they were under terror siege..