Lady Lazarus by Michele Lang is a historical fantasy set just before the beginning of World War II, in a slightly skewed version of our world. What makes it skewed is that in this alternate history, magic exists and plays a major role in world events. For example, Hitler’s werewolves are literal here.
Perhaps Lang’s most controversial decision is that Hitler is in league with, and sometimes possessed by, a demon. Some readers may see this as a cop-out.