The New Order: Last Days of Europe is a total-conversion mod for Hearts of Iron 4. It's a cold war mod set in a timeline where the Nazis won WWII, but then went into an era of decline shortly after. Unlike normal HOI4, which is all about building up to a world war, you cannot fight world wars in TNO because it will most likely lead to nuclear armageddon, though there are many proxy wars. It is much more focused on internal politics, which it represents through lots of events. It's sort of a cross between a wargame and an interactive novel. Has an insane amount of content despite being less than half finished, literally at least 50x what vanilla has. It's really good.

Also you can execute Margaret Thatcher as a Nazi collaborator.