Greece perhaps, as a result of an alternative Greek Civil War could be divided into two, with either a monarchist Greece being Crete, the Ionian+Aegean Islands+Cyprus and mainland Greece up to the borders of 1912 or before the cession of Thesally; alternaively(and even worse for the democratic side), a capitalist Greece could just be the Islands plus Cyprus. Of course, getting Cyprus would mean significant influence of Britain over the state, otherwise they would probably not let it go.
As for other countries, maybe an alternate Winter War could mean a divided Finland, and Czechoslovakia could also be another possibility has the allies prioritized Prague instead of other places, with a capitalist Czechia and a socialist Slovakia.