How could World War II gone as bad as possible for the Allies, but they are still able to win in some way?
Nazi Germany goes MAD, and unleashes as many bio-chemical warheads against the Allies' military concentrations (kicking off with the beaches of Normandy during the D-Day landings) and civilian populations in major cities, as it can. Imperial Japan soon follows suit (kicking off with the deployment of Defoliation bacilli bombs against the American combatants at the Battle of Sapian, as originally intended- IOTL, the Japanese submarine carrying these bombs was sunk by the American submarine Swordfish off Chichi Jima before it could deliver the munitions) launching an attack akin to OTL's proposed Operation Cherry Blossoms at Night against the Pacific seaboard of the USA considerably earlier. The Allies still win, but it takes an extremely heavy toll, and desolates large swathes of Allied territory.
Yeah the AANW is really damn hard to beat when it comes to worst case scenarios with the allies still winning.
Well, there's always the good old For All Time...