Thor meets Captain America
From the Afterword to David Brin's excellent short story :

The parallel-world story is another mainstay of SF. It explores the old question: "What would have happened if...?"
If a fly buzzing above a bowl of soup had dipped too low, getting caught, disgusting a Roman centurion, who took his wrath out on an underling, sending him out on an extra patrol, which detected Hannibal's army in the Alps early enough to catch it far from Rome... You see the point.
Sometimes we like to frighten ourselves. The most frequent "what if' seems to deal with alternate realities in which the Nazis won World War II. Something about that loathsome possibility just invites a horror story.
Trouble is, I never could believe it. Mind you, Philip K. Dick's The Man in the High Castle is a classic, a great work. But its premise -- that an early assassination of Franklin Roosevelt would have led to an inevitable Axis victory -- is hard to swallow.
They were just such schmucks!
I mean, it's hard to think of any way a single altered event would have let the Nazis win their war. They would have needed an entire chain of flukes even to have a chance. In fact, it took quite a few lucky breaks for them to last as long as they did, and to have the time to commit such atrocities.
I said as much to Gregory Benford when he invited me to write a piece for his upcoming anthology of parallel world stories, Hitler Victorious. Greg's reply? A dare.
"I'll bet you could think of some premise that'd work, David. How unlikely can it be?"
It can be preposterous, as long as it sings.
Greg was my collaborator on a far larger large novel. I trusted him. But once the story was started, it took off in directions I never expected. I don't know if the story "sings," but it does tie together several curious things about the Nazi cult.
Why were the Nazis so evil? Why did they do so many horrible, pointless things? What was behind their incredible streak of romantic mysticism?
Maybe the bastards really believed something like this was possible.