Point of Order: "Nazi" and "Fascist" were not pejorative terms, they were just generalizations - what you're thinking of is probably "Jerry," "Kraut," and "Eyeties".

"Nazi" referred to the political party in control of Germany at the time, Chancellor Adolf Hitler's National Socialist party, shortened from its German name (which I cannot remember) to "Nazi." While not all members of the German military were actual members of the party, they were still representatives of the Nazi government.

"Fascist" refers to a follower of Fascism, which was the style of government practiced by Mussolini's Italy.