I've never personally played it, but at my high school my group of friends and our art teacher often had a game going. Everyone always had a study hall at the same time every day before lunch, and they would take the game out then, do as many turns as they could, then put it back. Pretty neat.
Yeah, Axis and Allies covers various parts of WW2 (people really seem to buy a lot of Spring 1942). The "40k in WW2" game is Tide of Iron, a scenario-based tactical combat game. The hex maps are actually pretty sweet for that one.