Germany: They want payback from the harsh conditions and humiliation imposed on them by the Treaty of Versailles. But most of all they want Lebensraum, or room to spread out, which they look to the East. Their strategic plan is for the conquest of Poland and Denmark in 1939. Holland, Belgium, France, Yugoslavia and Greece in 1940. Then it's on to the Soviet Union in 1941 to gain as much space as they can and, in the process, damage the Soviet army so that they're no longer a threat to them.
Italy: They plan on letting Germany do the heavy lifting against the allies. They want to expand their empire by grabbing whatever they can in North Africa and the Middle East.
Japan: Japan wants to grow their empire as much as possible through conquest in China and the Pacific. Their desire is to be left alone to do this; but realize the US won't sit on the sidelines forever.
The Commonwealth: Survive at first and then later join with the US to retake Western Europe and North Africa back from the Axis.
France: Survive as long as possible.
USA: Win the war in the Pacific and work with the CW to retake Western Europe and North Africa.
USSR: Survive 1941 and 1942 and then start rolling west until the German army is no more and all of Eastern Europe is under their control. In Asia, their plan is to let the USA and CW fight the Japanese and stay out of that one until both the destruction of the Germany and Japanese armies are assured. Then, they plan on entering the war against Japan and grab what they can before the war ends.
