I am by no means an expert, but I thought I would give my 2 cents.
I have won against the Allies with +2 exp. on a few occasions.
My main tactic is to get air supremacy on the western front. This is a MUST. I try to get 4 or 5 air fleets, with 1 HQ of course. Investing early in research, if I am lucky I can get jets +1 & range +1. First, I try to gang up on th british air fleet, then the free french air fleet. Then gang up on the HQ, and ships. Once you get air supremacy, it should be easy going. When the USA join, you can pick apart transports.
I have not had any success with Italian air fleets. I can't invest in research, so they are no match for Allied +2 fleets. Maybe I don't know the best way to use them.
On the eastern side, I advance a little slower than usual, and especially guards against partisans with Italian corps. I take all the cities before reaching Moscow, and then it's defense for a few turns like stated by santabear. The AI is not very smart with these extra units, just throws them into the fight.
With air supremacy in the West, I can delay or prevent an invasion, so I can take my sweet ass time in the east.
I don't always win, and if I do it's pretty late 1946+.
Paqman