Try this Allied strategy.
1. Russia consolidate your Russian Asian infantry and tank in Yakut LEAVE THEM THERE, abandon Karelia and move the anti aircraft gun from Karelia to Caucuss move all infantry in Russia and Karelia tanks and fighters to Caucuss. Then when Germany takes Karelia fall back to Russia Moscow Buy nothing but infantry the whole game and place in Russia. Moving the AA has a good reason.
2. UK wait to see if Japan does Pearl Harbor if they do buy an Industrial complex in India. If they do not wait to see if Japan goes for India or attack toward NW Russia. If Japan is dead set on India don’t waste the money on an industrial complex. begin buying fighters with UK and fly them into Moscow ( now you know why i moved the AA gun from Karelia to Caucus). Once Moscow has about 10 fighters begin switching to bombers with UK and industrial bomb Germany(another reason why we moved the AA gun from Karalia to Caucuss). Wait for the American Navy to arrive at UK before buying any Navy. Germany will buy an AA gun in Karelia but the turn or two helps and also it costs money. UK and America should be buying Bombers and relentlessly industrial bombing Germany.
3. America If Japan does Pearl Harbor buy 1 Bomber per turn moving to England every turn. Slowly build up your navy and once it is large enough to withstand the German aircraft move to UK waters. Take back Africa ASAP. I like to leave the main naval at UK and and have another group of transports at USA and every turn i can land infantry at Western Europe by rotating the transports from UK to USA. If Japan does not “Pearl Harbor” move the American fleet from Pacific to the Atlantic. and take Africa and start putting pressure on Western Europe ASAP.
Once the Allied industrial bombing has slowed Germany down enough were Russia Cannot be taken you can start pounding Western Europe with Infantry and the bombers and Naval. and Also buy a few tanks with Russia to start attacking Germany on both sides. Japan will not be able to crack the UK fighters and Russian infantry in Russia alone.
I have lost to this strategy only twice in probably 10 games at local tournaments. I loose sometimes to the same guy who spends one turn with Germany buying all tanks and then buys nothing but infantry the rest of the game. He also does not “Pearl Harbor” he uses the Japanese navy to blitz India then in turn buys a industrial complex at India and Burma then buys nothing but tanks and bombers with Japan he uses Japanese bombers to industrial bomb Russia and attacks with a few tanks every turn. He pounds Russia relentlessly from Japan and Germany over and over not caring about losses however he would retreat if attacking before he takes casualties with his German aircraft. He sometimes breaks through and takes Moscow.
But he says that this Allied strategy is tough to beat and he is the best player i have seen yet. i have been playing Axis for 13 years.