Have just read the discussion on this scenario on its main discussion thread, which is the WWII mod.
My two cents - some have already been suggested:
- Nations are way too understrenght in my opinion. You should consider about doing a brief exhamination of what was the industrialization level of Europe in the Thirties. You should give almost every city at least a Factory, and also a Coal Plant to the most powerful ones, and it should be good standard to provide every city with banks, ports, barracks, granaries and the like. It's absolutely unrealistic having such underdeveloped cities in the first half of the twentieth century. Furthermore, this way you can realistically shape the industrial and infrastructural differences among the European countries: Great Britain has not the same industrial power of France, Italy is not as strong as Germany etc.
- We miss Malta. There's enough room for her though. You should really include her and concentrate there a good portion of the British mediterranean navy and air force. She has historically been a constant harass for the Axis forces.
- Istanbul has wrong spelling.
- Italy was not at war in September 1939. She joined the war with the Axis right after the fall of Paris.
- Finland is empty, but we know they had sharp contrasts with the Soviet Union.
- League of Nations... I'm sure you know what I'm talking about.
- Germany should be at war with the Lowlands. Of course if it weren't for the League of Nations...
- Maginot line. You'd just need to add trenches along the eastern French border with several Infantry and anti-tank guns there.
This is what comes to my mind right now. Anyway, this is still a greak work, and I think you wouldn't need much to add that pinch of historical realism needed to give this scenario the feeling of living into it.