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 identified interesting objects, including early O-type supergiants, a high-mass, double-lined binary in the SMC, and, in the LMC, a newly confirmed luminous blue variable (LBV; R85), a newly discovered W-R star (Sk -69 degrees 194), and a newly found luminous B[e] star (LH 85-10). We use these data to provide precise reddening determinations and construct physical H-R diagrams for the associations. We find that about half of the associations may be highly coeval, with the massive stars having formed over a short period (Delta tau < 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 find 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 M.) stars. This is in 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 turnoff masses range from 30 to 100 M. or more. This suggests that possibly all stars with mass greater than 30 M. pass through a WNE stage at LMC metallicities. (3) The one WC star in the SMC is found in a cluster with a turnoff mass of 70 M., the same as that for the SMC WN stars. In the LMC, the WC stars are found in clusters with turnoff masses of 45 M. or higher, similar to what is 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 M.), similar to what is known for the Galactic LBV eta Car, suggesting that only the most massive stars go through an LBV phase. Recently, Ofpe/WN9 stars have been implicated as LBVs after one such star underwent an outburst. However, our study includes two Ofpe/WN9 stars, BE 381 and Br 18, which we find in clusters with much lower turnoff masses (25-35 M.). We suggest that Ofpe/WN9 stars are unrelated to true LBVs: not all LBV-like outbursts 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 (30-60 M.). This is consistent with other studies, suggesting that B[e] stars cover a large range in bolometric luminosities. (5) The bolometric corrections of early WN and WC stars are found to be extreme, with an average BC(WNE) of -6.0 mag and an average BC(WC4) of -5.5 mag. These values are considerably more negative than those of even the hottest O-type stars. However, similar values have been found for WNE stars by applying Hillier's model for W-R atmospheres. We find more modest BCs for the Ofpe/WN9 stars (BC = -2 to -4 mag), also consistent with recent analysis done with the standard model. Extension of these studies to the Galactic clusters will provide insight into how massive stars evolve at different metallicities.
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