There's a three-page letter from Plunkett, dated 27 July, asking Roosevelt, in effect, what the heck he thinks he is doing, to which Roosevelt sends a densely typed and hand-corrected six-page reply on 3 August, admitting that he expects to lose to Wilson but setting out in detail why he thinks the fight is worth fighting anyway.
The correspondence is well known to Roosevelt scholars, though I note a couple of the hand-written amendments have not made it into canon, presumably because the historians have worked from Roosevelt's own carbon copy rather than the manuscript letter that was actually sent - eg the word "narrow-mindedness" is omitted from scholarly versions of the sentence, "Until he [Woodrow Wilson] was fifty years old, as college professor and college president he advocated with skill, intelligence, narrow-mindedness and good breeding the outworn doctrines which were responsible for four-fifths of the political troubles of the United States." (Emphasis added.) It rather changes the thrust of the sentence!
There is also a short exchange of notes following the assassination attempt which wounded Roosevelt on 14 October; Plunkett sends his sympathy and support on 23 October, and Roosevelt responds on 2 November, three days before the election, saying "We have a chance, but I think no better than one in four. However, the movement is so eternally right that I cannot help thinking it must in the end prevail."
It's an 8.4 MB PDF, and I've uploaded it to here.