In The presence of Mine Enemies, one of Harry Turtledove's brilliant "what-if" novels.
In the novel, Germany won World War 2, eventually coming to control most of Europe, Canada, the US and Africa. The Empires of Italy and Japan remain in power aswell. 98% of all Jews and Negroes have been exterminated, also. The story is about a family of Jews living in the heart of the German Empire, as major changes are going on in the heart of the Nazi party.