Take, for example, the not-immediately-obvious Japanese air to Ukraine/West Russia/Caucasus trick.
I recently played a game against my friend, where I was the Axis, and I think that the above move probably won me the game. On G1 I threw pretty much all of the available ground units and fighters at the Caucasus in attempts to capture it… this turned out to be a vital move in crippling the Russian deployment options… later on in the game you only have one “front”/IC to worry about. I also moved 1 or 2 fighters to Norway to harass the various allied ships that were not yet organized into a fleet. On J1 I flew 4 fighters to the Caucasus… later on in the game these fighters are even more valuable becuase they can be used to shore up the holes in your German lines, especially when you are pushing to Moscow. Using this joint J and G strategy, I didn’t even have to devote many of my IPCs to attacking Russia as Japan.
Overall, you definently have to be agressive as the Axis right out of the gate.