"What if Nazi Germany had won World War II?"
From a realistic standpoint, and not delving into detail, the Allied countries in Europe would belong to the Reich, save Britain. Countries such as Sweden and Switzerland would not be occupied by Germany, but would quickly turn into Fascist states. The Russian Steppes would also belong to Germany, but not the rest of Russia. Possibly some parts of Northern Africa would be occupied as well. Japan would be occupied by the United States.
The reasons for these are the following:
The Allied countries linked to the main continental mass had already easily fallen. Taking Britain would serve no purpose, and would take a massive amount of supplies and troops to hold.
Neutral countries, and eventually Britain as well, would lean to the German Reich and its ways, soon becoming Fascist.
Germany occupying all of Russia is about the most insane thing I've ever heard. The Soviet Union was enormous, and could have won the war even without US supplies. As it stands, Germany would have had to satisfy itself with the puppet states as well as the Steppes. Anything more is close to impossible to hold.
In order for Germany to have won the war, America could not have stepped in directly. Knowing this, the majority of the US forces left for the Pacific for the already planned invasion of Japan. Japan, seeing how well its ally Germany was doing, did not surrender as it would have. Thus, America occupying all of it.
After the war ending, several things would not have happened. The United Nations would never have been founded, at least not with the same founding members. The Cold War would not have happened the way it did, and could have become a three-sided arms race instead.
With Hitler at the lead, Germany would have advanced extremely quickly in ways of technology, possibly being the first to send a living organism into space.
There most likely hundreds of other things to discuss when on this topic, but I merely divulged the primary things.