The problem with the question is that no country can be said to have used one "strategy" (which I put in quotes because of how broad and sometimes vague it can be, without context) throughout the entire war. There's also so much more to one side winning than just having a better strategy. I'll try to give a summary of all of these nations' conflicts with Germany (and add France for good measure) and give a few more general points to answer your question.

What I assume you want to hear about when you say strategy and the one the Germans were famous for is Blitzkrieg. Roughly speaking, the doctrine involved concepts such as punching through the weakest part of your enemy's defenses, ideally with mechanized and armored units supported with aircraft, bypassing strong-points when possible, attacking logistics and communication, and eventually encircling enemy units or ignoring them completely to go after their leadership. All this sounds good on paper, and elements of it can be found in many Wehrmacht operations but it can be argued (and I would argue, and my main source would argue) that it didn't come to be all that often. Part of the reason is that it works best in smaller, well-developped countries that can be overrun relatively quickly.

In Poland, for example, the Panzer (armored) divisions made fairly great gains through the Polish countryside, however the truth is that Poland was behind in many aspects. They had a smaller army, with a tiny number of tanks, a smaller airforce with a large proportion of obsolete aircraft, and a much smaller industry, and less preparation for war. The Polish army, while valiant and often surprisingly effective, was beaten just as soundly in traditional battle against German infantry and horse-drawn artillery. Oh, and they were invaded by the Soviet Union a few weeks into the German invasion. France was ostensibly a stronger power, and the initial invasion of France and Belgium can be seen as an excellent example of Blitzkrieg in action. A common perception is that France was expecting a static, WW1-style war and were completely out-smarted by innovative German tactics. One could say, though, that there are enough tactical, one-off mistakes made by the allies in the initial battles that it's hard to prove that it's the sole reason France was defeated. At any rate, it illustrates that there is more to the German conquest of both these countries than simply having a better plan, although that is likely a big part of it.

The Soviet Union was a very different beast. It was a big country with determined leadership and enormous long-term potential. I'll spare you the details, but there was probably just too much ground to take and the Soviets were counter-attacking on every opportunity. Due to a number of factors (the weather being the famous one), the German offensive ground to halt, first in 1941, and then again decisively in 1942, and finally in 1943. For all the victories the Germans won early against the Soviets, they couldn't take enough ground or cause enough casualties to make them submit. By mid-1943, the Germans were fighting a war on multiple front against multiple enemies that could arguably have fought them singlely. From then on, the Germans would never have the offensive again on anything more than an operational level, and even then rarely.

This is what's important: France and Poland could be taken out by a strong sucker punch. Given their size and unpreparedness, any small victory could be compounded into capitulation. Heck, either of those countries could have done the same to Germany, under different circumstances. The Soviets, Americans, and let's not forget the British, frankly too many allies to mention may have had their share of setbacks and victories, but unless the Germans were able to crush several times their number twenty times in a row, the Allies were unbeatable.

Principle source for the first three paragraphs: Len Deighton's Blitzkrieg.