re: What if the Nazis developed an atomic bomb first?

They wouldn't have reached North America with it. Odds are they nuke somewhere in France, and maybe somewhere in eastern Poland or Czechoslovakia, as a means to sue for peace.

For those insisting they would have found a delivery method, their industry was getting crushed. I just watched a Forgotten Weapons episode comparing the 3 semiauto battle rifles, and the Garand was 1, the SVT (Russian) was 2, the German gun was 3rd. That's because they were getting rocked so hard, while in comparison the US was untouched, and Russia had room to retreat and rope-a-dope to the East. Same thing applies to other tech.

If they used it, they would try to stop from being crushed, and most likely our carrier forces make it to the European theater (Japan was finished as a threat long before we smoked them). We likely come at them from the Mediterranean, or airbases in Spain (who would not have stayed neutral with Axis leanings, if Hitler nuked somewhere in Europe). We would have firebombed the shite out of Germany proper, from outside their range. And our own bomb program would have accelerated faster if the Germans deployed it... and our industrial might would not have diminished. So we nuke them from somewhere soon. We probably take out Berlin within a month of them using one.

Now, Europe would be charcoal still today, Britain may be gone, and the US and USSR would be a lot closer allies for a long time... because the Russians would be terrified of us. The Australians would be the heirs to the British Empire, and probably a world power today. They'd likely own most of SE Asia, as far over as India.
*They'd be the next major military bad guy, dealing with popular revolts all across Asia today.