One I've had in mind is where the Republicans win the Spanish Civil War and accordingly take an anti-fascist position internationally. If France falls roughly similar to OTL in 1940, then the Germans and Italians really have no choice but to strike over the Pyrenees into Spain (to prevent it from being a fortified base for a regroup of the Western Allies). While the Republican armies put up some resistance at the mountainous border, German armored offensives into Catalonia and the Basque coast quickly cause a general disintegration and the Germans fan out across the breadth of Spain and storm the Gibraltar fortress. This essentially spreads the Wehrmacht quite thin in a move reminiscent of Napoleon's 'Spanish Ulcer' and, combined with the invasions of the Balkans and the war in North Africa, the Reich misses the window in the summer of '41 to invade the Soviet Union. The opportunity doesn't come again, and the Nazi leadership is forced to content itself with a continued Germano-Soviet cooperation and focus on pressing the British in hopes of cracking their defenses. Needless to say, they become bogged down on a variety of fronts while they become increasingly reliant on the Soviet Union. Sometime in the summer of '42 or spring of '43, with the Molotov Line and its accompanying supply systems full stocked and the reorganized RKKA ready for offensive operations, they launch their invasion of Germany. Initially, it becomes a bloody slugging fest along the border regions, with the Red Army being thrown back in some sectors and seeing regional success in others. After operational failure in its initial offensive, the Soviets concentrate their heaviest forces and manage to crack the fascist defenses at select points and exploit the breaches. The Germans end up having to conduct a fighting retreat through Poland for the duration of the campaigning season, and by the winter the RKKA stands poised to enter Germany. At this point, the Western Allies are making landings in Africa, Italy, and Spain and the Wehrmacht begins to buckle under the weight.
The ensuing occupation sees the Red Army driving through Germany up to the river Rhine, occupying Poland, Romania, Bulgaria, Hungary, Czechoslovakia, and Austria in their entirety, and liberating some small portions of Italy. Diplomatic wrangling with the Western Allies ensue, but despite their insistence of dividing up the responsibility of occupying the former Reich, the Soviets categorically refuse and an uneasy peace ensues that straddles the occupying lines of the Soviet forces and the Western Allies. As others have pointed out though, in a scenario like this then it's entirely possible that the RKKA decides to continue its drive through Western Europe, but Stalin was cautious enough IOTL that I think there's a pretty good chance that the Soviets decide to focus on the Japanese and focus on building their new institutions/Sovietizing their occupation zones. Of course, this ensuing Cold War will be much more brutal and there's a likelier chance in some sort of WWIII eventually. This is because the Western Allies will be infinitely more paranoid and defensive, and so permit far more in the name of anti-communism and security. Meanwhile, the Soviets will be many magnitudes stronger than they were IOTL and so more willing to throw their weight around and engage in covert or military operations internationally. Not looking like a pretty world would come out of this, and there's at least a 40% chance of some sort of nuclear exchange occurring IMO...
Essentially, you could get a scenario like this by preventing Barbarossa as OTL and giving the RKKA enough time to rebuild itself and attack the Reich on its own terms. This doesn't necessarily have to be an occupation of Spain, but it's one scenario anyways.
