What was your build up strategy early ? How much in IC ? How much in airforce - have you build navs/tacs/cas or only interceptors ? Navy, have you built anything new ?
Two rounds of IC first. Then focus on building 4 paras + transport planes. Some TPs, TACs, two stacks of INTs. Just enough to secure an invasion to the UK.
I abandonded Africa and moved my 40 infantry divs to Germany-conquered Cherbourg for invasion, had only 9 TPs. Dropped paras to Bristol (only 2 UK divs there) while combined with amphibious attack.
It took me several months during 1940 to defeat the British on their own soil. Then I moved to Iraq and Persia (which joined Allies via event) and helped Germans with the most of my army (roughly 60 divs in that time). I attacked through Caucasus and to the East towards IC-rich provinces like Alma Ata, Novosibirsk etc.
In 1946 I invaded the US with roughly 90 divs.
Basically I defeated the whole Allies, Comintern and China with 90 divs of infantry, roughly 12 bombers and 12 fighters. No manual DoWs to anyone, joined Axis after Albanian war.
Just remember that if you play Japan or Italy, German AI does not have those severe penalties which apply for a human German player. This fact made the game much easier.
EDIT: Important note!
Since I joined the Axis in 39 I could make a landing in Oran (French northern Africa), move paratroopers to its airbase and get Gibraltar (no beach) before Vichy France event and without DoWing Spain. This was crucial for the invasion of the UK in 1940.
One amusing thing - the US dropped 2 atomic bombs - one on Eniwetok in the Pacific (against Japan) and one on Bermuda (where I had some naval bombers before the invasion to America).
