Instead of a rumour that German physicists are working on the bomb, a rumour occurs that they're working on a pact. You are the equivalent of the Manhattan project, but you're trying to create a magical superweapon. Your campaign: beat the Germans to the wish spell.
Start the whole team on magic classes, and have them chase after rumours in a 1940 WW2 setting.
Delta Green has some elements of this, with an occult faction of the SS (the Sonderkommando Hexen, or Karotechia in universe) communing with the Deep Ones, making use of reanimated corpses and making a last-ditch effort to destroy the world by summoning Azathoth. There's no campaign per say, but the handler's guide has timeline that outlines potential scenarios. I think World War Cthulhu and Acthung! Chtulhu have similar campaigns.
Or a variant of Turtledove's Worldwar alt-history campaign where aliens invade mid war. Except it's demons.
The Nazi occult history/tropes are so prevalent that a WW2 setting is easy to make semi-historical sounding.
Source: I did a WW2 twoshot
