The Man With the Iron Heart

An Alternate History by Harry Turtledove. After defeat at the battle of Stalingrad, Heinrich Himmler is convinced by Rienhard Heydritch to help him set up a terrorist resistance in case Germany loses the war. Once Nazi Germany loses and is occupied The War on Terror begins in Germany which eventually leads to NATO troops withdrawing and leaving West Germany as an democratic, un-Denazified country where the Nazi party is now legal.

Tropes:

 * Black and Grey Morality: The Nazis are horrible but so are the Soviets and to a lesser extent everyone else.
 * Downer Ending: The Nazi resistance get what they want.
 * La Résistance: The Nazis.