I'm thinking the man in the High Castle scenario. Where if the British didn't surrender the Nazis having defeated the BEF have no opposing army in Britain to oppose 22,000 paratroops that dropped at night would secure airfields along with German army units. London would be easily seized. The Royal Navy would lose land bases and run out of ammunition.
Thus the Nazis would win the war having ended the Royal Navy's blockade of German sea trade. Through this the Nazis would gain the material wealth of the British, French, Dutch and Belgian colonial empires. They'd have access to British production lines and technology along with its armies. All stuff a long with being able to concentrate it's military against the Soviet Union Nazi Germany would have all the men and resources it would ever need for Blitzkrieg through Russia and no early support for the Soviet Union from British supplies which helped them hold the line in the early days of the war.
Marrying Princess Elizabeth would make Hitler the King of England and Emperor of the British Empire along with being Fuher of the reich and leader of most of Northern Europe. Ideologically it would make sense for the Nazis and the Winsors aka Saxe Cobalt family were more German than most Germans and England was considered very Aryan because of its anglo-saxon, Scandinavian and Norman routes.