I agree with AAF.
Axis and Allies is a team effort - all players have to do their part. Without cooperation within the team, that side will likely lose.
Now having said that, I think some positions are more important than others. For example, in baseball I would rather have a great pitcher and a poor center fielder than vice versa. Likewise in AnA, I think for the Allies, you above all, want Russia to be played well (UK and US are secondary as long as they try). For the Axis, I would say Germany needs to be played well. In both cases, if that country falls, its quite likely the game is over.