Call of Duty is an amazing FPS that really can give you the feeling of dread, shock and terror that comes along with war.
Hearts Of Iron (haven't played 2 yet) is a fun game that let's you control Germany or any of the other nations, and change history. It has a really in depth tech tree, so you can officially avoid developing the Maus Tank or the Messerschmit jet fighter as a bomber!
Combat Mission : Barborossa To Berlin is a fun strategy game, where you can play the famous battles of the Eastern Front and take control of all the forces, and change history.