Country music didn't have much to do with the retrospective-boxed-set war that many pop groups fought at the checkout counter this past Christmas. Columbia has gone most record companies one better by releasing not the highlights of one particular group or artist on its label, but rather a sampling of all the music recorded for its country division from 1935 to the present, divided by either eras or prevailing trends. Featuring some 80 different performers from the Carter Family (their historical warbling of ''Can the Circle Be Unbroken (Bye & Bye)'') to Rosanne Cash (her intensely modern ''Seven Year Ache'') Columbia Country Classics, a five-part series sold individually, offers a remarkable variety of styles. All the commercial genres that have been marketed through the decades as ''country and western'' make an appearance, including mountain, bluegrass, cowboy songs, ballads, gospel, Western swing, rockabilly, honky-tonk, countrypolitan, country-folk, country-rock, country-pop, and country-blues. The 128-song series predictably serves up such venerable favorites as Johnny Cash's ''A Boy Named Sue'' and Lefty Frizzell's ''Always Late (With Your Kisses).'' But the nice surprise is that it also enables students of the music to hear what many of the once popular but now largely forgotten vocalists Spade Cooley, Hawkshaw Hawkins, and Texas Ruby, for example actually sounded like. Another plus is Rich Kienzle's intelligent liner notes, which place the songs in correct chronological context. Since this series showcases only Columbia artists, its attempt to trace the development of country music's predominant styles is somewhat superficial. In fact, there are startling omissions even among Columbia's own artists nothing here from Vern Gosdin, and only one solo cut each from Merle Haggard and Kris Kristofferson. But one comes away from this wholly entertaining set overwhelmed by the timelessness of much of the material. The newer generation of country musicians apparently feels that way too, since many have borrowed their predecessors' vocal techniques Merle Haggard from Lefty Frizzell, Ricky Van Shelton from everybody and in some cases their very songs. In country music, the circle remains unbroken, indeed.