World at War is an expansion for Axis and Allies, published by Xeno Games. It's currently out of print, as is Axis and Allies.
The World at War expansion includes a bigger map, more pieces, and expanded rules for Axis and Allies. It begins the game in '38, at the beginning of the war, and Germany must take Poland and France. There are expanded rules for cruisers, battleships (which can be damaged and then repaired) more zones, more forces, etc. It also includes requirements before American can enter the war, treats Russia as a third side to the war, and generally seeks to be more historically accurate.
The expansion is recommended as a precursor to playing World In Flames.