The Hearts of Iron- series has long been the great-granddad of grand strategy games for me. The 4th installment as a whole is my favourite of them all, and I keep coming back to from time to time. Sometimes trying different nations and sometimes previously played ones, but with different political approach. It even has the appeal for me to play the same nation same way multiple times, trying to learn from previous mistakes and optimitizing my performance.

There's so much depth to the game it would take a small book to thoroughly review it, but I'll just settle to saying it has everything what comes to leading a nation through the times of WW2 in it modeled one way or another. The only aspect that remains pretty much abstracted is tactical battles, as your control is limited on division/flotilla/air fleet level, and the only way to affect below that is how you assemble your divisions (what kind of battallions and support companies are included in each division structure) and a little bit by choosing the general in command of the division. You can choose to abstract it even further by letting your generals take care of your large scale orders on army level, but I personally prefer to control divisions myself to preserve valuable manpower.

Other than that, you certainly have a number of ways of tailor your nations actions, and it isn't necessarily easy to approach. But like so many times in case of games with great depth, once you master the game mechanics there is a vast amount of things to keep your interest up. If Paradox games and grand strategy games in general are to your liking, in my opinion Hearts of Iron 4 is one of if not your best bet to play this very frequently depicted era.

Edit: Excellent new DLC Arms Against Tyranny gives great added gameplay for Nordic countries with unique political trees.