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How was such a great army, like the army of Napoleon on its way to Moscow, supplied with food and other needed things? Were they transporting it from France or maybe stealing from territory on their way? What were general methods to supply great armies?

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Your question is interesting. However, equally interesting question is "How chain of supply of Napoleo army failed during the winter in Rusia". You question assumes that his chain of suply was always successful. This was apparently not always true. –  Andrei Oct 13 '11 at 20:52
    
The legend has it that inventor of canned food came to Napoleon with his invention just before Russian campaign. Napoleon refused to use the canned food in his troops. And that this eventually was one of the reason of failures of his food supply during the winter. Never knew if this legend was true. –  Andrei Oct 13 '11 at 20:55

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Campaigns of Napoleon: The Mind and Method of History's Greatest Soldier by David Chandler is a good source of informations on Napoleon. See pages 749-797, chapter "War Pans and Preparations".

Mostly, the supplies were stored and ran from Poland. However, the army was accompanied by no less than 200,000 animals and 250,000 vehicles. A lot of the supplies were to be found on site -- hence the delay in the attack. The sheer scale of Russia and its scorched earth were massive factors in the failure of the offensive.

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Napoleon's army got some supplies from occupied and allied territories of course, especially from Prussia and Poland. Still, the distances were too long to get sufficient supplies in and so the soldiers plundered villages on their way to collect food. This turned out particularly devastating on their way back: the Russians used scorched earth tactics and the army literally starved to death. To quote Wikipedia:

Napoleon and the Grande Armée had developed a proclivity for living off the land that had served it well in the densely populated and agriculturally rich central Europe with its dense network of roads. Rapid forced marches had dazed and confused old order Austrian and Prussian armies and much had been made of the use of foraging. In Russia many of the Grande Armée's methods of operation worked against it. Forced marches often made troops do without supplies as the supply wagons struggled to keep up. Lack of food and water in thinly populated, much less agriculturally dense regions led to the death of troops and their mounts by exposing them to waterborne diseases from drinking from mud puddles and eating rotten food and forage. The front of the army would receive whatever could be provided while the formations behind starved.

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