Hopefully this isn't too far off topic, but Meccania: The Super-State was a speculative novel by Owen Gregory published in 1918. While it doesn't feature a world war, it does oddly seem to anticipate events leading up to and surrounding WWII including a totalitarian government in Germany, the Holocaust, and the 1939 Molotov-Ribbentrop Pact. Set in 1970, a traveler visits a European country called Meccania that geographically resembles Germany. He finds that it's ruled by a totalitarian government that controls the population through an extensive eugenics program, oppressive monitoring, and by rounding up and transporting rebels to mental hospitals and camps. Meccania also has a non-aggression pact with a large nation to the east that geographically resembles the USSR. I don't have a literary history to cite, but the novel itself is in the public domain and available online.

Red Napoleon of 1929, by Floyd Gibbons depicts a Soviet conquest of continental Europe followed by an invasion of the USA. Stalin is assasinated in 1932, and the Red Army take over, invading Poland in 1933. Obviously not terribly accurate, although some German officers would likely have recognized the descriptions of the unstoppable Soviet 'horde'.

The Great Pacific War of 1925, by Hector Charles Bywater describes a hypothetical future war between Japan and the United States. Some of Bywater's details are correct; he accurately predicted where the Japanese would land to invade the Philippines, for example, but many other details are wrong. From an H-net review:

Bywater's script shows its age when compared with the struggle that began in December 1941, particularly in his concentration on battleships and corresponding lack of emphasis on submarine, carrier air, and amphibious operations.

All this aside, Bywater surely gave readers their money's worth. Following a plausible account of the descent into war, he blows up the Panama Canal, for starters. Next, he lands the Japanese in Lingayen Gulf and Lamon Bay near where they actually landed in 1941; terrorizes the Pacific Coast with submarine and seaplane raids; ambushes the American fleet in Magellan Straits; stages an uprising in Oahu and the Big Island by the local Japanese populace; and describes a unified China putting the finishing touches to Japan's defeat. He probably influenced the Americans more than the Japanese with his descriptions of attacks in Hawaii and on the West Coast, but the Japanese Navy actually considered flying boat raids like those in the book.

You might want to crosspost at /r/asksciencefiction. Somebody who specializes in Golden Age might know some.

I am no historian, and this may not be what you want precisely, but a Norwegian poem springs to mind. Arnulf Øverland saw the trouble brewing in Germany and wrote a warning, "Du må ikke sove!" (You must not sleep!). I've always found it interesting that this was written in 1936 and published in 1937, three years before Norway's neutrality policy ended in occupation.

I'm including an English translation of the poem. The translation does muck up the rhymes quite a bit, and the poem loses some meaning (The original references Jesus' famous "Forgive them father, they know not what they do." by saying "Forgive them not, they know what they do.", here translated to "Pardon them not..."), but it is a fair translation and I don't presume to do a better job myself.

Dare not to sleep!

I was awakened one morning, by the quaintest of dreams
‘twas like a voice, spoken to me
It sounded afar - like an underground stream,
I rose and said: Why do you call me?

Dare not to slumber! Dare not to sleep!
Dare not believe, it was merely a dream!
Yore I was judged.
The gallows were built in the court this evening,
They’ll come for me — 5’ in the morning

This dungeon is teeming,
And barracks stand dungeon by dungeon
we lie here, awaiting, in cold cells of stone,
We lie here, we rot, in these murky holes.

We know not ourselves, what does lie ahead
Who will be the next one they'll reach for.
We moan and we shriek: But do you take heed?
Is there none among you who’ll hearken?

No one can see us,
None know what befalls us.
Yet more:
None will believe - what the day will bring us!

And then You defy: This dare not be true!
That men can be utterly evil.
There has to be some one with merits pure
Oh, brother, you still have a great deal to learn

They said: You will give your life, if commanded
We’ve given it now, for naught it was handed
The world has forgotten, we’ve all been deceived
Dare not to sleep in this hour - this eve.

You oughtn’t go to your business hence,
Or think: What’s your loss – or what is your gain?
You oughtn’t attribute your fields and your kine,
Nor say you’ve enough - with all that is thine.

You oughn’t abide, sitting calm in your home
Saying: Dismal it is, poor they are, and alone
You cannot permit it! You dare not, at all.
Accepting that outrage on all else may fall!
I cry with the final gasps of my breath:
You dare not repose, nor stand and forget

Pardon them not - they know what they do!
They breathe on hate-glows, and evil pursue,
They fancy to slay, they revel with cries,
Their desire is to gloat, when our world is at fire!
In blood they are yearning to drown one and all!
Don’t you believe it? You’ve heard the call!

You know how infants will soldiers remain,
While dashing through streets, fields, chanting ‘bout pain
Aroused by their mothers‘ assurance of glory
They’ll shelter their land - and they’ll never worry

You know the fatality of the lies,
that glory and faith and honor abides
You discern the dauntless dreams of a child,
A saber, a banner, he’ll flaunt them so wild,

And then they’ll leave home for a rainfall of steel,
‘Till last they hang ragged on barbed wire will,
Decaying for Hitler's Aryan call,
That is what a man’s for - after all…

I couldn’t imagine – too late now it is
My sentence is just: The verdict's no miss
I believed in prosperity, dreamt about peace
In labor and fellowship; love’s fragrant kiss
Yet those who don’t die on the battlefield,
Their heads for the axeman, will certainly yield

I cry in the gloom - if only you’d knew
There is but one thing - befitting to do
Defend yourself, while your hands are still yearning,
Protect your offspring - Europe is burning.

***

I shook from the chill. To dress, up I rose
Without stars were shining, so far, yet so close
‘twere simply a brilliant ray in the east,
Admonishing warning from the dream that just ceased

The day that soared up from earths furthermost strand
Augmenting with blood — and with firebrand
It grew with terror - like a breath that was lost
It seemed like the starlight - was slain by the frost.

I weighed: Something is imminent - and it’s dire
Our era is over — Europe’s on fire!

Arnulf Øverland, «Den Røde Front», Tiden Norsk Forlag 1937.

Translation by Lars-Toralf Storstrand.

First and Last Men by Olaf Stapledon.

It's about a lot of war, imagined, kind of a recounting (actually foretelling, from a "First Man" perspective) from a "Last Man" knowledge, far in the future. But, in the series of events, the narrator tells how the situation after the Treaty of Versailles would give rise to another European war. Though, in his foreword, he said he really hoped it wouldn't be true. Written in 1930.

First and Last Men

Things To Come is a 1936 film based on a 1933 story by HG Wells. The film starts in 1940 with two friends discussing the impending war, and comes quite close to predicting the start date of WWII. The film the follows the stories of several generations of participants in a second world war that lasts for another 30 years. The Britain of the film eventually falls into a state of barbarism and warlords, having lost all of the nations industrial capacity, as well as central government, and any memory of what the generations long war was really about.

Eventually they are contacted by a new government built on superior air technology. Despite being a pacifist organization, they use superior military air power to pretty literally bomb (with sleeping gas?) the citizens of Britain into subjugation.

The film is well known for fairly accurately predicting the start of WWII, but is also a keen example of the fears of warfare following the close of WWI. The use of large scale gas warfare in WWII was an understandable but unfounded reaction to the use of gas warfare in WWI. Additionally, the films treatment of a war that could not be won, that would take decades and result in a complete breakdown in central government, was a common anxiety related to the increasing efficiency and scope of contemporary warfare. The large role of aerial warfare in the film reflected emerging opinions about the role of aircraft in future wars as a game changer towards a requirement of air superiority for victory. Likely informed by Giulio Douhet's Command of the Air, a strategic treatise on future aerial combat that was popular, but not taken seriously at the time, it wasn't the first time Well's had applied prescience to aerial warfare. Well's 1907 War in the Air was also a future history of aerial warfare, this time predating WWI.

Might not be what you're looking for, but Karel Čapek's novel War with the Newts, which was published in 1936, actually does a remarkably good job of describing the rise of fascism, racial ideology in politics, and nationalism in a somewhat allegorical context. Essentially, it culminates in a war with a race of giant, intelligent newts. Although the book is firmly in the realm of science fiction, Čapek does draw strong parallels to the political and social conditions in the Czechoslovakia at the time. Many of the descriptions of the war and the culture surrounding it in the book bare uncanny resemblances to those of the war that would break out in the years just after the books publication. It's a fascinating read and I highly recommend it.

I'm surprised that nobody has mentioned H. G. Wells' 1933 book The Shape of Things to Come and the 1936 film based on it, Things to Come.

In it it has Germany invade Poland over the Danzig Corridor in January 1940, only a few months off but after that things change considerably. Poland and Germany slug it out for years, dragging other nations into the war as the global economy collapses. Eventually a plague (a bioweapon in the film, I've not read the book myself so I'm not sure if it's supposed to be natural or not) combined with war exhaustion causes the collapse of civilization and a new dark age.

Eventually some scientists and engineers set up in Iraq, build advanced aircraft and decide to end war forever by conquering the world and outlaw independent nations by conquering the world creating a global benevolent dictatorship.

It's up on Youtube. It's an interesting film, though not exactly a great one. When making 2001: A Space Odyssey Stanley Kubrick asked Arthur C. Clarke to reccomend some Science Fiction, Clarke recommended Things to Come and Kubrick said he's never listen to Clarkes recommendations again. https://www.youtube.com/watch?v=atwfWEKz00U

There's a book "Swastika Night" by Katharine Burdekin, written in 1937, which is a futuristic novel about a Nazi dominated future hundreds of years after the establishment of the Third Reich. In the novel, the Nazis won the '20 years war' and established a global empire along with Japan. The war turns Germany and Japan into global superpowers who cannot win an outright war against each other, but fight to a series of stalemates. The novel takes on the German rewriting of history, so that in the future, the Nazi version of history portrays Hitler as a god-like figure who single handily won the war, personally leading the air force to victory (a nod at the coming importance of air power in the next world conflicts)

There's a (nonfiction) 1921 book I read called The Next War: An Appeal to Common Sense by Will Irwin, which pretty much predicts it, and also predicts things like drone warfare (radio controlled aircraft) and social programs and stuff being cut in favor of defense spending ((on aircraft carriers) "The amount of money two such ships will cost would provide an increase of $800 per year for five years in the salaries of 13,000 school teachers. It is possible we shall have to do without properly paid teachers in order to prepare adequately for the next war.")

'The Death Guard' by P G Chadwick is worth a read if you can find a copy. It's pretty obscure - written just after WW1, but not published until WW2 started,then had nearly the entire first publishing run destroyed in a bombing raid and was forgotten for 50 years. As far as predictions go, it's less than accurate (the predicted war is the UK vs the rest of Europe) but does have some interesting concepts - plant-based genetically-created warriors made in UK factories as the ultimate deterrent after WW1 (their creator came up with the idea in the trenches) that turn on the population, an alliance of European powers with high-tech weapons (electric gas, something resembling atomic bombs, airships launching squadrons of dive-bombers), doctored newsreels to make propaganda videos, lots of tanks and quite an apocalyptic feel. H G Wells was apparently a huge fan of it - I read it as a kid in my local library but haven't seen a copy anywhere in a long time.

Sinclair Lewis' It Can't Happen Here focuses on the idea of the United States becoming a fascist dictatorship and war resulting from the regime and its policies.

Evelyn Waugh's Vile Bodies (1930) ends with the main character on "the world's biggest battlefield" somewhere in Europe, in a war that begins during the mid-1930s. There's little description of the war itself, apart from that, but it's supposed to be something massive.

Robert Heinlein's For Us, The Living was written in 1938. (Which was about the worst possible year for a novel attempting to predict the future.)

The book is set in 2086. A man from 1938 is mysteriously transported to this time and spends most of the novel having the last century and a half of history, along with current political thought, explained to him by a beautiful woman. (Every scifi nerd's dream.)

IIRC, he predicts a war in Europe in the early 50's. It's bad but eventually blows over. The US stays out of it. Something like the EU is formed with the King of England as its titular head. This eventually collapses and Europe goes through an apocalyptic war. In the time of the novel, it is a dark continent from which there is no communication and about which little is known.

The book presents many socially progressive themes which are a hallmark of most of Heinlein's work (Free(ish) love, rationalism, removal of old social stigmas, and militant nudism). However, it also shows, in a favorable light, interventionist economic schemes (most notably a basic guaranteed income) which sit at odds with his later libertarianism/anarchism/objectivism shown in books such as The Moon is a Harsh Mistress, The Cat Who Walked Through Walls, and The Number of the Beast.

In my opinion, it's not nearly his best work. Like Starship Troopers or Job, the story is mostly there to support a dissertation on his political and philosophical beliefs. And the story isn't that good.

There's a science fiction book called Quinzinzinzili by French author Regis Messac in 1935. It predicts a second world war, with the Japanese involved in the side of Germany.

The japanese invent a weapon of mass destruction. The weapon is used and all humanity is wiped. The book is about a teacher following a group children who survived and start to recreate mankind.

Slightly off topic to the world of political cartoons: There is a famous cartoon that was published in the Daily Herald (which later became The Sun) shortly before the signing of The Treaty of Versailles which is entitled Peace and Future Cannon Fodder and depicts Lloyd George, Woodrow Wilson & Georges Clemenceau leaving the negotiations and Clemenceau mentions he can hear a child crying and behind a pillar a child is sobbing with "1940 class" written above his head while the peace treaty is on the floor.

The prediction the comic is making is that the terms of the peace treaty will result in another great war some 20 years in the future.

H.G Wells The Shape of Things to Come written in 1933 predicts the second world war and the German invasion of Poland over the flashpoint at Danzig, although thought Poland would fight Germany to a stalemate. There is prediction of the coming vital importance of air superiority, among other things.

Check out Insatiability by Witkiewicz - about a Chinese Communist invasion.

Sorry if this isn't suited for this sub, but HG Wells wrote "The Shape of Things to Come" in 1933, which started off by predicitng another world war between Germany and Poland that escalates in 1940.

Cold Comfort Farm (1932) takes place in an undefined future and makes references to the "Anglo Nicaraguan War" of 1946 and a subsequent influx of Argentinians to the UK. Also, many civilians have their own airplanes. It's an awesome book.