Severely ran out of industry and men...Russia was a big problem....loads of manpower...a big red steam roller.
I had to actually take my troops from Africa to try and stem the flow...too late by then. Allies landed through Spain (I inadvertantly DoW on Spain and took it in two seasons...but I got suckered into Gibraltar and lost a shed load of troops, air and armour trying to take it!

Ran out of supplies...ran out of men...ran out of research points...ran out of industry points!!
I am very, very bad at this game. Maybe that's why I don't like it! [;)]
Must read the manual!