'World war two' the name already was being used before the rise of Nazism in Germany.

The OED cites the Manchester Guardian in the UK using it in a 1919 headline, in anticipation of a future war and by the outbreak of the war in the 1930s it had spread to the States with TIME magazine in the US using it.

http://www.wordorigins.org/index.php/more/581/

There were of course other terms such as 'the war against Hitler' but WWII was used.