It's called alt-history.

 

Alternate History, is a subgenre of Science Fiction, which is a subgenre of (you guessed it) Fiction.

 

Your best bet is to just buy books on the subject. There's an entire subgenre of scifi dedicated to alternate history.

Example:

In the Presence of Mine Enemies by Harry Turtledove

There are also many short story collections focused solely on this subject. I have one of them, but it's buried in my basement somewhere. I'll dig it up later.

 

Thanks. I'll check this out today.

 

Something similar to fanfiction which is mostly concerned with alternate history can be found on the Paradox Interactive forum for their Hearts of Iron series of strategy games (although the one I prefer is simply titled 'Darkest Hour'. People write AARs (After Action Reports) based on their games and how they altered history. Some are pretty entertaining and feature a victorious Reich.