North Africa is though, especially after the war in the east has started. I always take all of the french cities in north africa, while I forifiy in the east. Then I can produce enough bombers in Africa itself to start an offensive...most of the tanks still come from Europe, though. ]
After you take Malta, though, it gets much easier. To wipe out Gibraltar is also a good idea. some mines there....
Operation Barbarossa is pretty easy I think. Never lost that one.......Attacking units are around 30 mech inf, 50 to 60 Pz III and IV together with nearly 100 Sturmtruppen and SS. Air force with 40 Stukas and 50 Ju 88/He 111.
The best Strategy in my opinion is to penetrate deep with tanks and mech inf, passing by the cities and leaving them to Air attack and infantry. The AI seems to move nearly all units to the front, leaving only homguard and sometimes 2 inf units in the rear areas...then it's an easy task to take that cities.
Moscow is hard, though......takes a lot of Planes and that's the only city I ever used Artillery for in the game, no wait, used them for Leningrad as well.