I've won as the Axis in normal and intermediate difficulty; working through expert now by experimenting with Japan / German invasion starting in Dec '41. The US is just unstoppable if you don't hit it asap.
Lots of good advise already given for lesser difficulty, but I'll add some notes about Italy as it's tricky to play.
-Italy, East Africa; doesn't have to suck if played correctly. Load up 1 corps in a transport asap and send it (double click to double range each turn), around Africa and to the East African? port. You can't move units into that territory until war is declared, so just let it wait. Move the 2 Italian corps and the general that spawns just before war west of the port asap to the port town. Don't worry about losing the other capitals there. With 3 corps, and the general sitting in the town, you can wait for the allies to come to you and they won't be able to take you out. Hang out there and kill some units, then counter attack and expand back out. You need to hold that port!
-German, East Africa; There's 2 cruisers and 1 sub in the atlantic ocean when the game starts. Double click; quick move those units to Itay's East africa port. Leave one ship south by maybe 15 hexes to catch transports coming from South africa. Set all ships including the 5 strength to raider mode and sit them on the convoy line. They'll rack up XP quickly and will be difficult to take out when ships appear from india. Keep an eye on supply level and send one ship back at a time to Italy's east africa port to resupply.
Movie all Armies to the East border of libya. Move both generals (start with one, then gain one a bit later). All corps except for 2 for guarding the french border should be there. 1 general should go down to the oasis that's SE of the eastern border, along with 1 tank and 1-2 corps. Hold that position and wait for poorly supplied allies to attack. On the northern border, attack to the east as soon as war is declared, and take just the first town and hold a 2 deep line there. Wait for units to come to you, and you can take the northern most unit by rotating out 4 units on it (hold Shift to swap units). Keep an Italian or German fighter (or 2) close by.
Ships: Keep Italy's sub in the Med. sea to scout safe paths to Libya's ports when you use transports, and to draw out ships for planes to attack from Sicily (while you may have them there after attacking Malta with the plans).
The rest of the ships; sent them all ASAP to Germany around denmark; then move them a safe distance from denmark toward russia along with the rest of the german navy once Italy goes to war. You're going to hide all of the ships until germany has 2 in Naval weapons, some advanced subs, and naval warfare.
Malta: You need to take out the AA and drop a paratrooper when France falls, or you'll have massive supply probs with North africa. Leave a fighter on the french front, and fly (not operate) the rest down to malta as soon as you can enter italy. I don't even bother using them with france. When France falls, operate your best general down to above Sicily. Attack with 2 fighters first, then bombers (including italy's). It'll take 2-3 rounds to destroy the AA, then drop the already prepped paratrooper into it.
Other Italy related: After france falls, operate German tanks and 1 general to northern Yugoslavia border. Attack it the next turn, wipe out defenders, but don't take the capital. Use a Italian garrison (move close by in preparation) to take it, so Italy will have enough funds to keep up with infantry tech and repairs for it's end of the war. Position german tanks / general into the south of Yugoslavia, and take out Greece. If the tanks have mobility, and positioned correctly, it can be taken in 1 turn by hitting capital with 2 tanks.
That's it for early actions; You'll want to move the German africa force (or better yet, 1 General and maybe 3-4 tanks instead) to North Africa and push through the blockade and take Egypt and move to the middle east. Don't forgot about the Italian sub for scouting for transport paths. 1 Italian general with perhaps the tank and 2 corps goes south, the rest to move toward the middle east / russia. Mobility tech for Italy is recommended at that stag. East African forces can move in and reclaim territory.
*Edit: forgot to add; Don't attack Greece as Italy when given the option; you can take it with one turn with tanks from germany, but they'll not be in position yet, and you'll end up fighting an allied supported Greece.
< Message edited by gomjabbar -- 4/1/2019 7:40:01 PM >