How would the world be different if Germany had won the war?

A bad place...no rights for anyone!

The closest you'll find in the modern world are the Islamic theocracies. No personal freedom and no free thought.

Considering Mussolini's concordat with the Vatican, Roman Catholicism would be the only recognised denomination, and it would be mandatory.

Neighbours would inform on each other for non-conformity, as would families. This happened big-time in Vichy France during WWII. There would be no trust and much fear.

As the major partners in the Axis alliance grew richer and more powerful they would probably turn their attention toward each other and there would be further conflict with Japan on one side and Germany leading the other.

Thank goodness it never happened.

We are working on it. Look at how many people we have in prison and jail

Wir würden alle werden deutschsprachigen Raum.

Sie wäre in der deutschsprachigen und mogen Sie es!

There would be lots of changes so it's going to be hard to condense them into one answer but I'll try , first I would imagine several coalitions would form across Europe and several other non European countries who assisted hitler like Palestine . National socialism would be the number one political movement  and all main politicians who tried to rally their country against the nazis in the war eg winston Churchill and Franklin Roosevelt would be either killed more likely or put in exile.

Interestingly enough I would like to see what would become of all Slavic countries as Russia was still under the brutal regime of that totalitarian despot Stalin, hitler did believe a future of national socialism in Slavic countries apparently with one of his last speeches in the bunker that alluded to a future National socialism  rising up in places like the Ukraine and Yugoslavia , so maybe hitler would have banded up all these countries to take out the communist menace that was Russia.

So presumably the eastern bloc would've likely never happened and from this it's likely that Korea would have never had this complex border situation as kim il sun would have never consulted Stalin as to get North Korea it's own independence. Also imagine that Jews would be constantly put in more concentration camps,  Palestine might have gotten a lot of assistance against Israel in this hypothetical setting anyway there might have been successors to Hitler when he died in a future time period adding new things in the nazi doctrine .

There is a video game about this very thing - Castle Wolfenstein the new order.