
What if the Axis had won World War II? Several authors have explored this premise. Philip K. Dick wrote about it in 1962 in The Man In The High Castle; Len Deighton tackled it in SS-GB in 1979. I believe that alternate-history master Harry Turtledove has written several novels with the scenario, although I admit that I have a hard time committing to Turtledove's books. There are probably lots of others.
Jo Walton has written a sensitive and powerful trio of books that examine a related premise: what if Great Britain had pursued a policy of appeasement with Germany, remaining isolated from World War II?
In Farthing it is 1949. England is apparently at peace, and several members of the upper class are gathering for a country-house party. When a prominent man is murdered, it appears to be a setup for a traditional murder-mystery. However, in this alternate England, political considerations soon override the search for truth. A scapegoat is framed for the murder; blackmail is used to get the police to go along with the official story. Apparently, even though Great Britain has avoided war, all is far from well.
In the second and third books, Ha'penny and Half a Crown, it is clear that England is sliding inexorably into fascism, and the police serve an entirely different function than solving crimes and keeping people safe. The entire trilogy is a thought-provoking portrait of a devil's bargain.