I've always wondered how different the Middle East would be if there was a more successful Arab unification; for example, if all the Arabic-speaking lands in Western Asia were unified into a single kingdom after the fall of the Ottoman Empire, but without any land-grabbing interference by the British and French empires. The whole region would probably be (relatively) more stable compared to what we have in OTL.
I also wonder how different things would be if all (or at least most) of the British colonies in South Asia gained independence as a united federation; including OTL India, Pakistan, Bangladesh, Sri Lanka, etc. This region has seen quite a lot of ethno-religious and political conflict; would things be much better or much worse if all these lands were still under one flag?
I'm also rather curious if the region of the Malay Archipelago (Indonesia, Malaysia, Brunei, Singapore, etc.) could have somehow gained independence as a unified nation. I guess it would require having the region controlled by one colonial empire instead of multiple.