The Allies won, the Axis lost. There were plenty of times when the war could have gone bad for the Allies but the war actually did go bad for the Axis, that's why they lost. You can list all the times when the Allies could have been defeated but that doesn’t change the fact that they won. If you go back in time to bet on a football game, you don’t bet on the losing team, give them a play that might let them win the game and hope that they do win, you bet on the winning team, there’s a heck of a lot less effort involved and it’s guaranteed to pay off.

Don't forget the Axis got very close to winning at times or at least knocking America out of the war (which would have resulted in an Axis victory, eventually). Imagine if Donitz’s ‘Drum roll’ U-Boat offensive against the US Eastern Seaboard had the support of Hitler early on? The industry of the US North East could have been crippled. Few realize that while the Germans never fully stopped the convoys from the US to Europe the convoys from the Gulf of Mexico to the North East []were []stopped for several months in early 1943, with out Coal and Oil for heat in the winter residents of the North East would freeze. Imagine again if the Japanese bombed the Submarine base and fuel bunkers at Pearl Harbor? The only major offensive []and [] defensive unit in the US Navy beside the carriers would have been based out of San Diego instead of Pearl adding weeks to travel times and shorting if not precluding operations off the coast of Japan, don’t forget that US Subs sunk 51% of the Japanese Combined Fleet (Navy and Merchants) and started doing it in the weeks just after Dec 7th. Another one (damn I’m liking these) imagine if Korvettenkapitän Günther Prien, of the famous U-47 found the British home fleet docked in Scapa Flow on the night of October 14, 1939 and all his torpedoes worked. A bunch of Royal Navy Battleships and Carriers could have been sunk and the German surface Navy could have had a fighting chance.

People going back in time and aiding the Axis isn’t dumb. If a few key battles had had different outcomes the war could have been dramatically different. If the Germans forced the US to negotiate peace with them the Cold War could have been between the US and Germany/Italy (But I think the US still would have finished its ‘business’ with Japan).

If I could go back in time I wouldn't waste my time with the Nazis. I'd go way back to the dawn of civilization and using an M-16, a Glock 9mm, a few hand grenades, some Tang, beef jerky and a powerful flashlight I would rule the ancient world. I would have a huge palace and hundreds of concubines. Things would go great until either the ammo ran out or the flashlight batteries died.

Curse these so-called super villains and their Dr. Evil logic.

A true super villain would know how to bargain with the American government to be placed in a position of power, build a cult of personality around himself and corrupt the democratic system.

The question is why do aliens associate with nazis.

We have to assume that, unlike Speilberg's E.T., these aliens are hostile and don't want to create a better world for humans.

If they sided with the allies, they would have to stick to democracy because Democracies united to defeat the evil nazis.

Plus, if they did side with the allies, they would not have any power themselves. I think all the power in the world after wwII was in the american military, american politics and also their russian counterparts.

Several levels of government would prevent them from having any real power.

Unless they had Rasputin's charisma...

I know that Nazis are the super villains of the real world, but come on, the whole thing with time traveling super villains/aliens helping them is just getting really cliché. There are countless novels and comic books with that storyline; Star Trek alone has a bunch of episodes with aliens and Nazis throughout the various franchises. It's true that the Allied victory during the war was not guaranteed but the fact is that they did win and the time traveling villains know that so they should pick the winning team. Time traveling villains would have no need of all those scientists because they already have all the technologies those scientists invented and more. Well super villain should care more about world domination more than fanatical ideologies, keep your eyes on the prize, it’s one of the first things they teach you at super villain university.

(Ai, longish post ahead...)
There are a few reasons why they do this. One, the Nazis basically brought cartoonish supervillainy to reality. You name it, they did it or tried to do it: Conquer the Earth; check. Breed a race of supersoldiers; check. Kill millions of innocents out of sheer evil; check. Try to find the Holy Grail and Atlanis; check. Really, the amount of evil schemes they had going boggles the mind. That's why they have such a long legacy as archvillains.

Secondly, Allied victory was never gaurenteed. Hitler made dozens of mistakes that damaged the Nazi cause. If he hadn't have made them, the Nazis would have destroyed the BEF at Dunkirk, the RAF in the Battle of Britain, and would have taken Moscow--effectively decapitating the Soviet regime (the reason Stalin refused to leave Moscow is because he knew that if he did, he would lose any semblance of legitimacy and thus control--the Soviet Union would have collapsed). Those are just a few of the things that were never *fixed* on one side or the other.

Another reason the aliens/time travellers would go to the Nazis is because they had all the brightest people (a result of persuing so many crazy-assed ideas simultaneously). The huge technological advances made by the US and the Soviets after the war were only made possible because they'd divided up up the Nazi scientists. But in WWII, all those folks were in one place--the Greater German Reich. So the Nazis would be best equipped to repair or use advanced tech--making them the most practical allies.

Fourthly, the Nazis left one nasty ideological legacy. There are very few diehard Communists these days, but neo-Nazis are everywhere. Thus, many time travel stories are made especially plausible by the premise that fanatical neo-Hitlerites are attempting to alter history. And as I've mentioned above, only a few different decisions would've achieved very different results for the Axis, so they wouldn't have to change much.

Aliens would associate with the Nazis (at least in story terms) because both of them seem inhuman to us. The Soviets, despite their own impressive list of atrocities, at least seem fairly rational and thus human. The Nazis, on the other hand, always come off as insane. Their crimes were so immense as to be unimaginable. They are as alien as people can get, thus it makes sense to pair them with the alien invaders.

Personally, though, I'm fond of Harry Turtledove's World War series, where the alien invaders decide to attack *everybody* indescriminantly and are faced with joint Axis-Allied resistance. Makes for some impressive moral quandaries.