Below is a list of my favorite weapons systems by type.
Tank: E-75. Intended as the successor to the King Tiger, the E-75 had improved armor, better weapons, and infrared sighting. It was designed to be much less expensive and easier to manufacture than the King Tiger.
Infantry combat weapon: Sturmgewehr (assault rifle). Easy to produce once you had the right machinery, effective in bitter cold, and significantly better than the guns which came before it. The only assault rifle of WWII.
Handheld anti-tank weapon: Panzerfaust 250. This weapon had a range of 250 meters; as compared to 30 meters or less for a bazooka. It also had much better armor penetration. Earlier versions of the Panzerfaust had proved very successful because they were simple and easy to manufacture. However, the war ended before the Panzerfaust 250 could be put into mass production.
Battleship: Montana class. I’ve seen some discussion here lately about whether the Iowa class or Yamato class battleships were better. If anything, the Montana class battleships would have been even more advanced than the Iowa class. The Montana class battleships were 65,000 long tons; as compared to 69,000 for the Yamato class. However, plans to construct Montana class battleships were canceled so that the U.S. could emphasize aircraft carrier production. Germany’s proposed H-class battleships are also relevant.
Aircraft carrier: Essex class. Unlike some of the other items on my list, these were actually built!
Submarine: Type XXI U-boat. Several Type XXIs were in their working up phase when the war ended. They had rubber-coated hulls to make them less easily detected by radar or sonar. Their streamlined shapes allowed them to move faster under the water than they could on the surface. They could stay submerged for days, using electric power only. (Very quiet and difficult to detect.) When the time came to recharge their batteries (using diesel engines), they only needed to go near the surface; using a snorkel to provide air for the diesels. It had a highly advanced electronics suite, allowing it to passively detect targets without itself being detected. All other WWII participants used diesel-powered torpedoes (noisy/detectable, plus created a bubble trail to lead people back to the attacker). Mid to late war German subs used electric torpedoes; which were very quiet and hard to detect; and which left no telltale bubble trails.
Fighter: Focke-Wulf Ta 183. Various first-generation jet fighters had been developed during WWII (Meteor, Shooting Star, Me 262). Of these, the most advanced was the Me262. The Ta 183 was a second generation jet, intended to replace the Me 262. However, the war ended before its development could be completed; so Kurt Tank finished the design work in Argentina in the postwar period.
Bomber: Horten H.XVIII. This jet-powered flying wing would have been capable of trans-Atlantic strategic bombing raids. Interception would have been difficult due to the plane’s stealthy characteristics and high speed. Construction had been planned to begin in the fall of '45.
Strategic bomber: B-29 Superfortress. This plane had almost as long a range as the Horten H.XVIII, and ten times the bomb payload capacity. One of the most impressive piston-driven bombers ever built.
Rocket: A-12. Part of Germany’s Aggregate Series of rockets, the A-12 could have lifted 10 tonnes of cargo into Low Earth Orbit. After WWII ended, Werner von Braun took his team of German engineers with him to America. Von Braun and the other Germans designed the Saturn V rocket; using Germany’s Aggregate Series rockets as a rough draft.
Misc. cool stuff #1: death ray. Tesla had proposed a death ray. During WWII, both Germany and Japan had projects to create a death ray. Germany developed a sonic cannon capable of killing enemy troops at a maximum range of 200 - 400 meters. However, this weapon proved highly vulnerable to enemy fire. Germany had Japan had worked together to develop microwave-based weaponry.* A death ray seems like exactly the kind of weapon Japan should have had!
Misc. cool stuff #2: suborbital bomber. (Silverbird, or Silbervogel.) Stage 1: use a rocket-powered sled to impart initial velocity to the aircraft. Stage 2: the plane would use on-board rockets to increase its velocity. It would achieve very high altitude; where it would proceed to bounce along the Earth’s atmosphere like a stone skipping across water. It would cross the Atlantic, deliver a payload to the United States, then continue on to the Japanese-held Pacific.
Misc. cool stuff #3: space mirrors. Once Germany had finished developing the capacity to put cargoes into Low Earth Orbit (see above), there were those who planned to use that capacity to put mirrors into space. In ancient times, large numbers of mirrors had been used to set enemy ships aflame. The concept here is similar, except that space-based mirrors would have allowed for a more powerful effect and global targeting capacity.
Some of the above items like the Essex carriers and assault rifles were used during WWII; all but two or three things would have been used had the war lasted a few more years; and a small number of items (space mirrors) were more of a long-term project.
*Edited to correct an error.