We combine new CCD UBV photometry and spectroscopy with those from the literature to investigate 19 Magellanic Cloud OB associations that contain Wolf-Rayet (W-R) and other types of evolved, massive stars. Our spectroscopy reveals a wealth of newly identiÐed interesting objects, including early O-type supergiants, a high-mass, double-lined binary in the SMC, and, in the LMC, a newly conÐrmed luminous blue variable (LBV ; R85), a newly discovered W-R star (Sk [69¡194), and a newly found luminous B[e] star . We use these data to provide precise reddening determinations and construct physical H-R diagrams for the associations. We Ðnd that about half of the associations may be highly coeval, with the massive stars having formed over a short period (*q \ 1 Myr). The (initial) masses of the highest mass unevolved stars in the coeval clusters may be used to estimate the masses of the progenitors of W-R and other evolved stars found in these clusters. Similarly, the bolometric luminosities of the highest mass unevolved stars can be used to determine the bolometric corrections (BCs) for the evolved stars, providing a valuable observational basis for evaluating recent models of these complicated atmospheres. What we Ðnd is the following : (1) Although their numbers is small, it appears that the W-R stars in the SMC come from only the highest mass (greater than 70 stars. This is in M _ ) accord with our expectations that at low metallicities only the most massive and luminous stars will have sufficient mass loss to become W-R stars. (2) In the LMC, the early-type WN (WNE) stars occur in clusters whose turno † masses range from 30 to 100 or more. This suggests that possibly all stars M _ with mass greater than 30 pass through a WNE stage at LMC metallicities. (3) The one WC star in M _ the SMC is found in a cluster with a turno † mass of 70 the same as that for the SMC WN stars. In M _ , the LMC, the WC stars are found in clusters with turno † masses of 45 or higher, similar to what is M _ found for the LMC WN stars. Thus we conclude that WC stars come from essentially the same mass range as do WN stars and indeed are often found in the same clusters. This has important implications for interpreting the relationship between metallicity and the WC/WN ratio found in Local Group galaxies, which we discuss. (4) The LBVs in our sample come from very high mass stars (greater than 85 similar to what is known for the Galactic LBV g Car, suggesting that only the most massive stars M _ ), go through an LBV phase. Recently, Ofpe/WN9 stars have been implicated as LBVs after one such star underwent an LBV-like outburst. However, our study includes two Ofpe/WN9 stars, BE 381 and Br 18, which we Ðnd in clusters with much lower turno † masses (25È35 We suggest that Ofpe/WN9 stars M _ ). are unrelated to "" true ÏÏ LBVs : not all "" LBV-like outbursts ÏÏ may have the same cause. Similarly, the B[e] stars have sometimes been described as LBV-like. Yet, the two stars in our sample appear to come from a large mass range (30È60 This is ...