The best way to play the allies is to know what the axis are doing or MUST do. First I do recommend playing the Balance mod since it does help balance out the game quite a bit. I was skeptical at first but trust me it does help. So this will be written with that in mind.
Now as far as the overall axis strategy we know that the Japanese MUST take the money islands. If they do not then they will lose the game. This is an unfortunate balance issue with the game since it forces a one strat approach to the game which is odd since the rest of the game has many different strategy options.
We also know that Germany can take london if they can but NEED to take leningrad, stalingrad and caucasus to win.
Italy is the sleeping giant of the axis forces. If you let them get a foothold in africa, if you let egypt fall, if they take persia, iraq, and northwest persia they become a powerhouse. If Italy is a powerhouse chances are the axis will win the game.
Also Japan controls the flow of the game since when they attack determines when the USA comes into the war. A J1 is strongest for Japan but weakest for Germany whereas a J4 is weakest for Japan but strongest for Germany. So always keep this in mind.
As Russia you need to build tanks and mechs. 6 tanks round one then 3 infantry in leningrad and ukraine and the rest mechs and tanks. Believe me when I tell you if I am playing against a SU player and they just stack infantry I know I can hit with many more 3s and 4s vs their 2’s which they won’t have enough since if you stack infantry you are telling me you don’t care about any territory but Russia. I already have a stonger income. Russia getting mechs and tanks lets them be much more mobile allowing them to move north or south or even punch through a gap in the german line and push into poland. Or even, what I love to do, is stack tanks in leningrad and bumrush into norway. Sure they might take it back, but the uk can reinforce Norway and it will buy you time since now Germany has to take that territory back AND they just lost 10 IPC’s of income AND you just gained 11 IPC’s to put in russia or down south. A big win. Russia is about buying time so that the USA and UK can hit normany or cruise into the med. You could also declare war on Japan and send some mechs from russia into china.
As for the USA, take brazil as soon as you and build up a combat fleet with very few transports. The allies must work together to win. They have to cover each other or you won’t stand a chance. The USA is the backbone in both the atlantic and pacific. So build Carriers and destoyers, maybe a Battleship and send that fleet first to gibraltar, then up to sz 110, off the coast of normandy. Once you have enough ships to cover any air power and fleet that germany has you can then build transports with the UK and start sending guys into normandy. The USA should focus on hitting the caroline islands as soon as possible and backing up that fleet with Anzac. From there take the money islands, put down Destoyers as blockers and so on.
The UK must hold egypt at all cost. Get a complex there round one, and one in persia by round 3 at the latest. Make sure you don’t lose london. In the pacific make sure you don’t lose India. Build up a navy if you can and keep slowing down the japanese. Meet up with the anzac fleet and take those money islands. You should land 2 infantry with your transport you start off with from india and put down some blockers. You might want to do a 2 sub 1 marine buy. Those dutch islands are worth a lot and if you have to make japan fight for them you are slowing them down.
China is china.
Anzac builds a navy hard and takes as many islands as you can. Anzac is the sleeping Giant of the pacific. If you can buy 23 IPC’s a turn or more worth of naval vessels you are putting some hurt on japan. And link up and reinforce the caroline islands.