Stalin
Leader Ability: Five-Year Plan. +20% production bonus when a city builds the same unit multiple times in a row (like the "gearing bonus" from some Firaxis games). Can build the T-34 unique unit. Compared to the Tank, which it replaces, the T-34 is cheaper, has +5 combat strength when defending, and does not require Oil.
Leader Agenda: Soviet Bloc. Hates neighboring Civs that have a different government type.
Hitler
Leader Ability: Blitzkrieg. Combat units receive +10 strength the first turn after declaring an offensive war, decreasing by 1 each turn (so +9 on the second turn of the war, +8 on the third, etc). Armor units receive +1 movement. Can build the Stuka Dive Bomber unique unit. Compared to the bomber, which it replaces, -10 strength against other air units but +10 strength against land units and ships. Does not require Oil.
Leader Agenda: Lebensraum. Hates Civs that have cities on his starting continent.
Alexander the Great
Leader Ability: The Glory That Was Greece. One-time Culture bonus upon founding or capturing a city on a new continent (scales with era and game speed). Can build the Companion Cavalry unique unit. Compared to the Horseman, which it replaces, +10 strength when attacking a unit in open terrain. Does not require Horses.
Leader Agenda: To The Strongest. Likes to fight Civs that have a strong military (to prove his mettle!)
Hadrian
Leader Ability: The Traveling Emperor. No escalating cost for building many copies of the same district. Religious and cultural buildings provide extra amenities in non-Capital cities.
Leader Agenda: The Greekling. Likes Civs who have a high culture output, so long as those Civs also have a small military.
Diocletian
Leader Ability: Tetrarchy. May construct Palaces in three further cities in addition to the Capital. Any bonuses that apply to the Capital (from the God-King policy or the Autocracy government, e.g.) applies to any city with a Palace.
Leader Agenda: Zeus's Glory. Will like Civs that accede to his tribute demands.