Basically, the world would like what the occupied nations of Europe.
Not only Jews were executed, don't ever fall for that misconception.
If you were in the SS, and accused of being a Homosexual, you would be executed for example.
People from the scandanavian nations were removed from their families and sent to German during the war, in operations run by the SS, similar to the Stolen Generations here in Australia. In fact people in all occupied nations were sent to factories and labour camps in Germany.
All political opponents would just die. Intellectuals cosidered a threat would disappear, the Disabled (Mentally and Physically) would be killed.
Imagine if the Nazis controlled not only their concentration and labour camps, but the USSR's as well. I can guarentee, the world would have a significantly lower population.
The state controlled all press, all workforce, there was only one Political Party, there was no private ownership of weapons, the Wermacht was by law the sole bearer of arms, but the SS and Getapo did possess significant arsenals.
Unless you were a senior membe of the Nazi Party, it did not look very pretty. Nobody was exempt of the Horrors of the Regime. If Hitler or any of the Senior Nazi's viewed you as a threat, you were done for.
Now the national boarders, with Hitlers unpredictability, anyones guess is as good as any.