I had been under the impression that for all five of the megillot you say a bracha before the reading, and this is the practice I've observed. When preparing for Shabbat chol hamoed Sukkot this year I went to look up the bracha and was surprised to not find it in an Artscroll siddur. I checked a couple other siddurim without success, then consulted Isaac Klein's Guide to Jewish Practice , where I found a comment that we do not say a bracha for Sukkot. (I didn't check to see what Klein said about the others, though I did check Shir Hashirim in Artscroll and didn't find it there either.)
Everybody agrees that reading the megillah at Purim is a mitzvah and has a bracha, but now I'm wondering about the other four cases. Are we supposed to say the bracha for all of them? If not, why not?