Correspondence between prisons

A thing about which I am totally ignorant, and re which I would be grateful for info, from those in a position to know more than I do.

Two people who have received prison sentences, for an offence in which both of them were involved, and for which they were sent to separate-and-different prisons: would they, while imprisoned, be able to write (snail-mail) letters to each other? Obviously, any such letters would be subject to censorship by the prison authorities; but, that being accepted, would such a correspondence be allowed to happen?

I would say that I am in the UK; and am contemplating attempting a work of fiction, in which such an exchange of letters would be a plot point – and also, action of said work, would be in the World War I era, set in the UK. Concerning this matter, I’d imagine – perhaps wrongly – that such things, now as a hundred years ago, would not be / have been, immensely different between the UK, and North America. I’d be grateful for any input from knowledgeable persons, on this issue.

Even if they couldn’t communicate directly. I’m sure they could through a third party on the outside who would forward the letters or in the worst case transcribe them.

Part of the Missouri policy on inmate mail: