The U.S does not enter WW2 in Europe. In the late 40's Germany collapses economically and socially under the combined effects of British (possibly nuclear) bombing and the Soviet meatgrinder.The Soviets make serious inroads into central Europe, but are too tired to take serious advantage of it.
Western Europe is bankrupt, depopulated and most of all alone against a communist menace that stretches from the Pacific to the North Sea. Some form of sabre-rattling akin to OTL's Berlin Blockade prompts the rapid extension of the Anglo-French alliance into an ATL NATO (without the U.S). The alliance is war-weary, but appeasement has been completely discredited, and the United States is unwilling to protect them - which forces the allies to become an over-militarized quasi-federation, with a red scare that puts OTL's McCarthyism to shame.
A cold-war emerges where the economic balance is much more equal than OTL. The Allies desperately try to hold on to their colonies, using force if needed, whilst the Soviets desperately try to hold on to their over-extension in European lands. The war will have been much longer and the Soviet advance slower, which means more "self-liberation" like Yuguslavia, resulting in strong local partisan movements and governments that are unwilling to tow Moscow's line. With the lack of a U.S armed presence, these are more likely to get squashed by force.
Both sides have it bad and are trying to keep their "Empires" together by force, but the Soviets are going to be less effective at it. The Allies will be bankrolled by the U.S, even in its isolation, and will be able to "cut loose" their colonies much more easily than the Soviets can cut loose eastern and central Europe. Combined with over-militarization, this may well lead to a soviet collapse or withdrawal like OTL, at which point the breakaway states quickly join the Western European quasi-federation.
But this is a much poorer Europe faced with a U.S that is not super friendly (much less actively protecting it), a still present Russian threat, and rising challenges from East Asia. Once the trend of centralization of power sets in post-WW2, it will rapidly accelerate, even with the introduction of new nations. Further, the heritage of oppression of dissent within new Eastern states will have removed any organized opposition that is not funded by the Allies - which means that there will be no organized voice against joining the European Federation in these new states (at least, not for a few years, by which time it will be too late).