I didn't make it!
Lots of them around. The new game Warfront: Turning point is based on an alternate universe where the Nazis have gone from loosing in 44-45 back to winning. Giant Zepplins, flying wings and similar stuff. There's Command and Conquer red alert I and II which is based on having the cold war turned over to nutters. Bionic dolphins, mind control, nukes etc. There's the classic Total Annihilation if you don't have a copy of it. Large scale traditional warfare and base building (hundreds of units). Future combat with nothing too silly (tanks, planes, artillery, ships, subs, nukes). It's a 1997 game and the core contingency expansion pack does add a lot to it so it may not be the easiest to get hold of.
AXIS VS. ALLIES!! If your looking for a strategy game that involves WW2, then you need to look for Axis vs. Allies. You can also go with Empires: Dawn of the Modern World. But your best off going with Axis vs Allies.
You should really try Company of Heroes. I've played it and its the best RTS IMO (though I don't play many RTS games) Its nominated for game of the year on many sites and other awards so its worth a try or DL the demo here: http://www.gamespot.com/pages/gamespace/download.php?pid=927618&sid=6157004&mode=latest or here http://files.filefront.com/Company+of+Heroes+Single+Player+Demo/;5473388;;/fileinfo.html