I just finished a game as allies with the following settings..
Fog of War
War in Siberia
(all other options off)
At expert with maximum (+2) experience to the axis computer.
I've been playing a bit with the allies (haven't actually PLAYED axis yet!) and thought I had it all worked out.
I won, eventually. April 1945.
Axis opened with Poland dead on turn 2.
Low Countries on turn 3.
Denmark on 4.
France in Sept 40.
Closely followed by..
Spain, Vichy France, Portugal, Hungary, Yugoslavia (before they joined the war), Turkey.
Russia held out for all of about 12 months before being swamped.
If the computer AI wasn't so blind to the advantages of research, I would never have won the game.
UK Air power (6 fighters, 3 bombers) and USA land forces (L5 tanks/inf) was the only thing that allowed me to get through.
It was a *very* tough game.
I learnt early that experience is king, but play on those settings and watch your units get eaten alive.
Anyways, it was fun but a damn long haul!