This episode's headline: State of the Union; A War Story; A Hostage Story; Lessons of the War. The guests include DICK CHENEY, Secretary of Defense; VITALY KOROTICH, Ogonyok Magazine; YELENA KHANGA, Moscow News; MELOR STURUA, Izvestia; MAHMOUD AL GHANIM; PETER ARNETT; DR. WILLARD GAYLIN, Psychiatrist; CORRESPONDENT: CHARLES KRAUSE. Byline: In New York: ROBERT MacNeil; In Washington: JAMES LEHRER