1: Make a South American federation ruled by Columbia that will be fascist or very fascist heavy. If I remember correctly you can play as long as you want so this is the build up to world war 3 where all of south America take over the usa and start to dig into the heart of Europe and asia.
2: Become a major with hungry and help Germany win WW2
3: Take over of Europe as Italy
4: Succeed where Japan failed and eastablish an Asian empire with all the Islands.
5: Conquer Europe as the Big Red Bear.
Some small ones now:
6: Take over the Balkans as Albania.
7: Keep the us out of the war but become the main supplier of arms and supplies to both the axis and the allies. Mainly just an economic and diplomatic playthrough with very little fighting.
8: Survive a doom nation
And last but not least
Play as Sweden: World Conquerors

Another one I would like to do is fascist usa but with a back story
Following the rise of Nazism in Germany and Fascism in Italy, some Americans started to see that this new government type was the new ideology to drive them through the new century into prosperity. I mean if it brought the Germans out of the depression couldn't it do the same to us?