By if they got involved, I mean how they would affect the world if they declared war with or on the Tripartite Pact, or Germany, Italy, and Japan. I would think that if they joined in on the Axis powers' side, then the world would have been different. I would say the PoD is around 1933, where maybe due to the recent victory of the NSDAP in Germany, fascist influences would begin to rise in Sweden in Switzerland, with more of an increase in popularity in Switzerland. By 1935, I would say there may be an attempted military coup in Switzerland or maybe even Sweden, both supported by Germany. It could escalate into civil war, although less likely in Switzerland, as they would most likely fear a civil war, as they would just blow up all of their defences (literally, switzerland's plan if they ever do get invaded is to blow themselves up) and possibly fall from Germany attempting Anschluss with both Austria and Switzerland. Sweden would likely have a costly civil war, but all depending on when it starts would affect the outcome. If it started before 1936, I would say the current government would win, however if it started after Italy's annexation of Ethiopia, I would say that the Fascists would win in Sweden. More support for the nationalists in Spain would also come from Switzerland and Sweden. By 1938, they could join the Axis. They would join in World War 2 with the Axis, further securing iron trade between Sweden and the Axis. When the Winter War starts, Finland would likely join the Axis for protection against the Soviet Union, hastening Operation Barbarossa. With the USSR focused on Finland, they would not be able to withstand the German invasion, and would likely split forces, and lose Murmansk and Leningrad to Finland, and arrive too late to save Riga and Minsk. The Eastern Front would increase in size, and already Stalin's Russia would lose moral, and lives. Operation Weserubung would never begin, as Iron was already secured. Japan would be invading the Soviet Union from Manchuria, using the limited armies there to be better able to encircle the Chinese forces, and even possibly take out the Chinese. The Soviet Union would likely be forced to surrender, and if they haven't already, Japan could also force China and Mongolia to surrender. This could also hasten Pearl Harbour. By now, Mainland France would be split 5 ways, those being German, Swiss, Italian, Spanish, and a German client state in France based in the city of Lyon.
It seems to me one of those butterfly net things - with two such events in Europe, things would definitely play out very differently.
I don't see a Nazi coup in Switzerland easily happen, far from it in fact; and even if it happens, doubt Italy and France would stand by, and even if both happen, ramifications are still pretty huge. Sweden is more likely to be ignored by most, so even if the coup happens, not much changes. But that impacts all the subsequent moves: would Italy still move on Ethiopia, with Germany already pushing south? If she does, would France and UK not appease her to mantain the Stresa front which is even more endangered?
Events never live in isolation from each other, and while some may still happen in a similar way, you need a pretty reasonable series of motivations for it. Especially when they're relatively difficult changes to make, impactful ones, or both.
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