The Winter War was a war between the Soviet Union, which was supported by fellow socialist states Italy and Spain, against Finland. The war was a crushing victory for the Communists and resulted in the total annexation of Finland into the Soviet Union. Following this and the Spanish Civil War, the European Union was formed as a counter to the Soviet Union, with the USA aligning itself with the EU.
The war was a total victory for the Soviet Union, unlike in our TL, with the Communists fully occupying Finland by the end of 1941. The war began in 1939, shortly after the Soviet victory in the Spanish Civil War. The Swedes, Norwegians and Danish allowed volunteers to fight the Communists, but it was useless as the Soviet Union killed almost all the volunteers they encountered.