I assume you mean Germany gets its Third Reich from the Spanish border to the Urals (no Sea lion) and Italy gets its North African thing going while Japan gets splattered as in OTL, correct? OK. Well, word of the Holocaust is going to leak out through 10,000 holes, just as did word of Stalin's purges/massacres. However (and this is big), without the pictures, without the
images, the visceral impact just won't be there. It will be words, numbers, on a page. This won't have the same emotional wallop that a photograph of huge piles of corpses does. Still, people will know intellectually that the Nazis are murdering bastards, just as they knew it about the Soviet Communists.
There wouldn't be the same fear of Nazism spreading throughout the (now truncated) Third World that existed in OTL. Communism, with it's Brotherhood of Man BS, had a certain appeal among African, Asian and Latin American guerrillas that the ideology of out-and-proud mass-murdering racists simply wouldn't have. National Socialism was a very narrowly defined variety of White Supremacy – even Slavs couldn't make the cut for God's sake! - so trying to export it to, say, the Sandinistas is gonna be problematic. But the Boers might take a shine to it. If they do, and they gain power on time in 1948, they may not be content to stop at mere apartheid. Bringing back chattel slavery on a massive scale might seem like to good idea to them in such a world, with extermination held in reserve as an option if there is resistance. Not pretty at all.
There would be fear of Nazi subversion of local extreme right organizations such as the White Citizens' Councils or an alt-John Birch Society in the United States, just as in OTL some believed that extreme left organizations were tools of the Soviets. This should make the Civil Rights struggle in the US rather interesting, and perhaps hasten the demise of segregation. As for McCarthy, in the ATL he'll just accuse everyone and his cat of being a Nazi just as he accused everyone and his dog of being a Communist in OTL. All he ever wanted was his face in the paper, and he didn't give a damn who's life he had to ruin to make it happen. The man was just a more destructive version of Paris Hilton.
Hmm. Oh. In OTL, one of the Beatles' seminal stops on their way to stardom was their legendary amphetamine-fuelled rampage through Hamburg's infamous Reeperbahn in the early 1960s. Will that happen in the ATL? No way in hell is something as full-on sleazy
die sündige Meile going to exist in
Hitler's friggin' Germany, thank you very much, and weather or not the Fabs can even visit the continent depends on the state of relations between Berl – excuse me,
Welthauptstadt Germania and London at the time. This would make for a very different set of shows, assuming the Beatles haven't been butterflied away altogether, and that the Nazis would even allow a band playing "that nasty Negro rock and roll" into their country. Which I doubt. Strenuously.
Art: what we consider Modern Art was quite literally against the law in Nazi Germany, as the regime favored their version of
Socialist realism over all else. The US, Britain and Australia will benefit greatly from the influx of artists, writers, sculptors and free thinkers fleeing from the Axis over the years. This could lead to a second
Renaissance in the free west.