I have absolutely broken the fuck out of this game. I used to get stoned and just try ridiculous strategies. If you do it right, by the time it's summer 1940 and it's time to invade France, you can already control everything from Germany to Iraq. Then you turn around and put all your gains into airforce and knock out Paris in a single turn with a massive bombing campaign and a single rush with a tank unit. By the time the US joins the war you can have North America completely blockaded by the combined German-Italian navy and possibly even have conquered Canada.