Here is my attempt, this is part one, which will deal with the first 3 years after the great depression, so from 1929 to 1932, I don't know exactly how seriously it can be taken, knowing myself it will probably become a absurd creation.
Part 1
Hmmm, I would imagine a world balkanization around the Great Depression, maybe have a worser Great Depression, have the United States collapse, and a communist revolution in the streets of New York, which creates a Manhattan Commune. In the confusion of this the Southern Confederacy is started up again. The Mormons decide this is the perfect chance to set up Deseret, and Texas and California decide what the hell, and join in on the whole crush the US party.
All this unrest isn't exactly good for the economy, the communist take-over of New York means a virtual implosion of the economy, and revolution is being preached even in more moderate left-wing circles. In Germany the battles between the Nazi's and the Commie's explode, although the commie's are stronger then in OTL. The same counts for Italy where Mussolinni becomes a major figure in the communist movement.
The riots, combined with the extreme proverty is a pretty good launching ground for a civil war, which happens, Germany and Italy as central states implode, however the fighting is only happening in some parts of the bigger parts, in both Germany and Italy the population is taking over control on a local level, this goes from a agricultural state with minimal governmental intervention to a fascist state with one strong person at the head. Through the year, the different village-states would fuse to become bigger states.
Around Europe there is extreme discomfort with the left-wing, which is becoming more and more isolated. Fascist parties are getting more popular, and the first nation to fall for this is Belgium, where Flemish Nationalists take power, which pretty much means the end of Belgium. Flanders is a new independent state, the same for Wallonia, Belgian Luxembourg joins Luxembourg, creating Super-Luxembourg.
The USSR, has been laughing it's ass of is more strong then ever, plus has been funding parties and spreading propaganda. The USSR invades Alaska as the US collapsaes, and considering the US government has better things to do, they gain it, however the USSR comes in conflict with Canada, this creates a intense situation between the British Sphere of Influence and the USSR. In the British Sphere there is a extreme distrust for everything that has ever touched a Hammer or a Sickle, and the USSR is arrogant, especially after gaining Alaska. Soon the British make friends with Japan and start a war against USSR.
Japan, being friends with the British can freely take Hawaii, however the British restrain them from fighting in China (except when it are communist chinese) the British and Japanese concentrate on fighting the USSR. This will be deadlocked for years to come, however it is enough to take the concentration of the USSR away from Eastern Europe and to the Far east.
France, looking at the international turmoil decides to go on a tour of isolation and decides to expand the Maginot Line. The economy in France is crappy, and there have been revolts, however the stability has been kept, the communist party, which already is big, is however slowly building up and gaining power, especially as the propaganda by the USSR kicks in. Still, the revolution will not kick in.
In the following years, the situation in the world will stabilize a bit, so let's look at the various nations around the world:
United States
The situation is more overseeable then in Europe, you have the following states:
California = Includes the state of California.
Deseret = Ultra Deseret, poverty has driven people towards mormonism, and they have used the turmoil to expand, Utah, Arizona and Nevada are all Deseret.
Oregon = Oregon + Washington + Idaho, out of fear for a Californian or a Deseret Invasion they have decided to unite.
Texas = Texas + New Mexico + Oklahoma, Texas pretty much conquered them.
Southern Confederacy = Arkansas, Louisiana, Missisipi, Tennessee, Kentucky, Virginia (west as well), Carolina (both), Georgia, Florida
New England = Everything west of Ohio and North of Virginia includes this, by now they have gotten the Manhattan Commune (although occasional riots still happen)
The rest of the United States is unclear. A rump United States has declared itself, although there are 4 competing versions. On top of that Canada has declared that they will soon liberate them from the Anarchy however needs the troop against Russia. Not that it is necessary, most stuff is going pretty well there, things are being handled on a local level, there are civil militia's and weapon sales have exploded, pretty much the only part of the economy that is going well.
Italy
Italy was directly divided up in village states, we will only take a look at the larger states here:
Venice = Much of South-East Italy, except for South-Tyrol which already is under firm Austrian control, it includes Venezia, Padua, Verona, Garda, Ferrara, Bologna, Trento, Brescia, Bologna, Ravenna, Belluno, Udine, Gorizia, Trieste and offcourse Pordenone,
Genoa = The Italian Ligurian coast untill Pisa, this includes Genoa, Savona, Imperia, La Spezia, Massa, Allesandria, Asti and Cuneo.
Pisa = Pisa, Livorno, Lucca, Elba
Milan = Milan, Pavia, Piacenza, Como, Varese.
Vatican = Vatican City, Rome, Latina, Frosinone, Viterbo.
Florence =Florence, Pistola, Siena.
The rest of the states are done on a local level, there is fighting between communists and nazi's in many places, although it has went down, in many of the local states the groups live seperated.
Germany
Things are pretty much straight forward, and a list will be enough:
Bavaria (strongest by far, includes Baden-Wurttemburg)
Ost Friesland (this has created nationalist Frisian groups in the Netherlands, which will be a main factor in it's future balkanization)
Brandenburg (includes Berlin, much of it is in a state of anarchy)
Hamburg-Schleswig-Holstein-Mecklenburg-Vonpommern (minus west coast of Schleswig-Holstein, that hasn't decreased the name though)
Sachsen (is the largest state, however is unstable, enjoys many riots and is more of a confederation) it includes all German States with Sachsen in it's name + Thuringia but minus the coastline which is now Ostfriesland)
Rheinland (Nordrhein-Westfalen, Rhineland-Pfalz, Saarland, Hessen)
In germany, the same counts for fascists and commie's, fighting continues however has become less due to them living in seperated states. Most of the bigger states (except for Ost-Friesland and Bavaria) are really confederations, which give the locals a great deal of Soevereignity.
Belgium and Luxembourg
Once the Netherlands will balkanize through a civil war, Flanders and Wallonia will uber-balkanize since there will be some conflicts there as well.
Flanders
Wallonia
Luxembourg