1939- World War II begins. For whatever reason, the Germans are less successful. The war in Europe ends in late '44 with Russian forces occupying Berlin, Frankfurt, and northern Italy.
The Reds consolidate their holdings, annexing territories into the Union. They even acquire large tracts of China during their civil war. The West sees that their only hope is NATO-Plus. NATO forms a sort of EU-like superfederation, which includes the US, UK, France, Canada, Mexico, and a few other countries. Slowly, the countries become closer and closer in relations, and after a while, federalize completely.
Or, have the US join the Central Powers in a Central Powers Super Victory timeline, and have the pancho Villa attacks "traced" back to the Mexican government.