Not trying to add fuel to the fire, but those who have the complaint that the game goes ahistorical, you do realize that you need to do a little diplomatic wrangling right? Now, I've only played as Germany and Russia, both a few times, but I quickly learned that the reason games went off the rails was because I wasn't paying any attention to diplomacy and espionage. Now that I do watch what's going on and play with that side of the game, I don't have Switzerland joining the commies or Finland joining the Allies...unless I let it happen.
If you are dumping all your leader pool in to only research and not spreading at least some of it into spying and diplomacy the world does tend to go off track. You really need to manipulate the diplomatic and espionage scene because all the AI majors are. If you don't, you will have a game that totally diverges from history.
There are a lot of other factors that are involved too, and even more still regarding other complaints like being invaded by small time nations, but again I've noticed I really have to use ALL the tools given to me in the game or unexpected things are going to happen, and happen early...especially if starting from 1936. I'm not even close to the best player, and if I can keep it on track, it can't be that difficult. The point is, much of the problem of going ahistorical may have to do with what you are doing, or not doing, in the game.