I'm glad that neither Hitler or Stalin appear in Civ4.
I though it was distasteful for Stalin to be in Civ3.
Stalin was just as bad as Hitler IMO. It's estimated that ~6 million Jews were exterminated by Hilter, compared to 7 to 10 million people Stalin that died in famine as a result of the 5-year-plans or murdered in the Great Purge. Also, there's the millions of Soviet soldiers that died as a result of Stalin's military incompetence -- he executed most of the military officers and left the rest of the army leaderless and paralyzed with fear, so that they were annihilated by the Germans. His only solution to stem the tide of the German advance was to sacrifice millions more soldiers. The only reason that the Soviets eventually defeated the Germans was the inhospitable Russian weather that halted their advance short of Moscow.
Hilter was a genocidal maniac, but Stalin was an inept genocidal maniac. At least Hitler was good at being evil -- Stalin was only good at killing his own people.
So I'm glad that neither of them are in Civ4. Neither are appropriate.
Speaking of appropriate, I don't agree with Mae Zedong being a Chiese leader either. He was responsible for the deaths of millions because of the "Great Leap Forward" and Cultural Revolution policies, as well as persecution and purges. Personally, I think in order to be permitted as a Civ4 Leader the candidate must pass the "Did he/she do more harm than good?" test. If so, they don't belong in Civ4. Simple.