In the world of Nazi Nukes, Hitler never exiled his Jewish scientists, including Einstein. This led to the Americans not being able to develop nuclear weapons, but more importantly, the Nazis were able to develop better weaponry, including nuclear weapons during the war. And, by 1941, with the help of the Jewish scientists, the Nazis had developed their first nuclear bomb. And days later, on a remote Greek island on which there had been a small pocket of resistance, the nuclear weapon was tested, and its yield was about 20 kilotons, and it led to the deaths of about 1000 Greeks on the island of Thera. With this new found technology, Hitler was sure he could overrun Russia within weeks. And on June 22, 1940 a plane flew over Moscow and a nuclear weapon known as the 'V1' was dropped over it. The resulting explosion led to the immediate deaths of over 50,000 people, including Stalin. This led to Russia being in uproar, without a leader, and the capital city having been severely crippled. The next day, the Germans had invaded Russian land and over 4.2 million soldiers were invading a country in disarray. Hitler had ordered the production of over 100 of these 'V1's. Within weeks of the Nazi invasion, they had already reached Stalingrad, but it was here that the Axis faced their first real resistance, but Hitler knew that he could easily wipe out the resistance with a few well placed V1s. And so, the next day, the Axis troops retreated and 3 V1s had been dropped on Stalingrad and the surrounding areas. With the small amounts of fallout, the Germans were able to roll on through Stalingrad almost unhindered by the radiation, and sped on towards Moscow. During this time the V1's were being churned out of the factories set up for them in southern Germany. Within months of the bombing of Stalingrad, over 60 V1s had been created.
But by this time, the USA had spies in the German nuclear programme, and were working on their own weapons. Ultimately, Little Boy was the fruit of their labours, and created in 1946. A few years later, Fat Man (a Hydrogen bomb, and a product of a Cold War) was created.