id say Ukaraine.
I recently played this game with some friends. I got stuck with Russia and so after about 5 turns, i had captured Germany but Japan had captured Moscow. Thankfully Britain and the US came in and helped out and the allies had an amazing 12th turn victory. But if anyone has a strategy that does not involve losing Moscow, i would appreciate it.
If you are capturing Germany and losing Russia that is pretty much how it often plays out, but around round 10. If this is occurring in round 5 your games are going very differently from how the majority of games play out among seasoned players.