Probably better suited for /r/HistoricalWhatIf , but here we go regardless.

Hitler's post-WW2 plans were to form a 'New Order of Europe' - Neuordnung Europas. The end-game plan would be expansion into eastern europe, in the name of Lebensraum, or 'Living Space'. Nazi state ideology would be eminent throughout - the Aryan's colonize Eastern Europe & the Soviet Union up until the Urals and all social, ethnic & religious undesirables (namely, Jews & Slavic people) were to be eradicated or enslaved.

The idea is for a Großgermanisches Reich, or Greater German Reich to be formed. These ideas all stem from Mein Kampf, and are fairly well-represented in terms of Hitler's idealism for the area, but little what would actually happen in practice. The official codename for this, is Generalplan Ost, or Master Plan East.

Here is a picture of how far Nazi Germany got at it's peak of WW2. All that would have become an extension of German territory. Goebbel's quote on the matter -

"The Führer gave expression to his unshakable conviction that the Reich will be the master of all Europe. We shall yet have to engage in many fights, but these will undoubtedly lead to most wonderful victories. From there on the way to world domination is practically certain. Whoever dominates Europe will thereby assume the leadership of the world.".

All of the following countries would be assimilated into Germany as one country - Austria, Bohemia, Moravia, Alsace-Lorraine, Eupen-Malmedy, Memel, Lower Styria, Upper Carniola, Southern Carinthia and German-occupied Poland, the Netherlands, the Flemish part of Belgium, Luxembourg, Denmark, Norway, Sweden, Iceland, at least the German-speaking parts of Switzerland, and Liechtenstein. Following this, had Germany won in the USSR, would be the annexation of the Soviet Union up to the Urals - the wastelands of Siberia would be used as deportation space.

I'm trying to be brief, but if there's any specific questions, I'd prefer you ask me them. It's a very, very vast topic I'm struggling to cover in paragraphs, so If you want more information, I'll have a poke around my sources and dig something up.

As for Italy Post-WW2. The North of Italy was viewed by the Nazi's as "Nothing but pure German", and as such Hitler wanted this incorporated into the Greater German Reich. Mussolini was adamant that he wouldn't give up these territories, and Hitler was not willing to wage a war with one of his few allies over a small piece of land. By the time Italy had surrendered to the allies, the German border had reached as far as Veneto, or Venetia. Himmler was certain that Northern Italy was bound to end up in German hands - "bound to eventually be included in Greater Germany anyway" - and Goebbels stated that -

Whatever was once an Austrian possession we must get back into our own hands. The Italians by their infidelity and treachery have lost any claim to a national state of the modern type.

As for Japan - I haven't done much extensive research into it. I would argue that as the Japanese people were nominated Ehrenarier, or 'Honorary Aryans', they would have been allowed their Sphere of influence in Asia to be undeterred by the Nazis. The Nazi's primarily wanted Hegemony over Europe - Asia was a latter concern of which hadn't been dealt with officially due to the war.

Sources I've used -

Rich, Norman. Hitler's War Aims: Ideology, the Nazi State, and the Course of Expansion. W. W. Norton & Company, Inc.; New edition edition (1 July 1992)

Rich, Norman. Hitler's War Aims: The Establishment of the New Order. W. W. Norton & Company (9 Nov 2007)

Speer, Albert. Inside the Third Reich. Simon & Schuster. (1997)