Italy takes Moscow by the end of 1941
Hearts of Iron (version 1.9.3), on normal difficulty
Fascist Italy in HoI4 is doomed to lose if the USSR survives Barbarossa. On the other hand, if Italy together with Germany defeats the USSR quickly, there is essentially no limit to what Italy can do, as it will have a huge army and ample resources, including metals and oil, and can go on to take more factories and resources in the Middle East and the British Raj. So the idea here is for Italy to take Yugoslavia in 1937, and then, to kick off WW2 in 1939, Hungary, Bulgaria and Romania, in a way that triggers war with the USSR in the first half of 1940, before the Soviets are ready. Italy can defend its border with USSR for a while, bleeding the Red Army and building up XP, and then in late 1940 it can join Axis and call in Germany, and the diversion of Soviet divisions to cover the German invasion should allow Italy a fairly easy path to Moscow, as well as Stalingrad, the Urals, and Baku.
Army Primacy, Triumph in Africa, Ethiopian War Logistics (bypass), Industrial Effort, Industrial Effort II, Extra Research Slot, Claims on Yugoslavia, Modernized Artillery down to Armored Effort, Air Innovations, Bomber Effort, Italian Highways, Albanian Occupation, Fortification Effort.
Mobile Warfare (also get Messe as expert to speed research).
Player-Directed Peace Conference, but only if you plan to go beyond the mission goal of taking Moscow.
1936 and 1937
Immediately start forming 4 infantry divisions at a time.
Put 3 factories on light tanks at the start and as you build mil factories increase to 5 factories on light tanks.
Take Ethiopia asap, using your whole army and air force. When done, relocate your army to Italy. After finishing the victory in Ethiopia focus, release Somalia and Eritrea. This lets you bypass the useless African infrastructure focus and access the important IC focuses.
Upgrade the light tank div template to have just tanks and moto. Send your three tank divs to Spain to fight in the civil war. Try to get the panzer commander trait for Messe and one other general.
Don’t build any naval vessels. You don’t need them to achieve the goal of this mission. If you plan to follow on with a larger conquest, research subs-2 and then subs-3 and produce those in modest numbers starting in 1938 or so, and train up your existing navy.
Upgrade the infantry template to 16W and train up.
Following the Claims on Yugoslavia focus, justify on Yugoslavia. If France is guaranteeing Yugoslavia’s independence, wait until they stop doing that (usually some time in Feb-Mar 1937).
Invade Yugoslavia in summer 1937, no later than mid-Aug. Make sure world tension has not gone so high that the allies have put on another guarantee. Hit Yugoslavia with one ~24-div army from Trieste, another from Zara; Belgrade is the goal.
After taking Yugoslavia, build 16 infantry divs at a time, towards a total force consisting of 140 16W infantry divisions (artillery, recon, eng, log support), 8 light tank divisions (5 tank bns, 5 moto, support: recon, eng, signals, maint), and at least half a dozen Alpini divisions, plus about 40 coast guard divisions using the colonial div template.
Research medium tanks to Med Tanks II and aim to put 10 factories on them asap.
1938 and 1939
When Germany completes the Demand Sudetenland focus (there is a general UI notice) start justifying on Hungary. Have two 24-div armies trained up and ready to invade when the justification is finished. One of these armies should have all the tanks, and should take the route at the far right of the border where there is no river crossing. All aircraft (fighters and CAS—you should have ~400-800 of each) should be assigned to support these two armies.
Build to a total of about 40 colonial divs and use to garrison the ports of Italian-held territory.
Have a 24-div regular infantry army ready to defend the Alpine border with France.
Be ready by early 1940 with two other 24-div infantry armies, which will assist in the Balkans.
Always be sure to use some army xp to upgrade your medium tanks. You want reliability to be at least 3 and gun to be 5—and when that’s done you can upgrade armor to 3-5. Similarly, always upgrade your fighters and CAS, priorities being reliability and engine (agility).
Release Libya and Ethiopia before starting war, as they will otherwise be taken by UK/France.
Once you declare war on Hungary, the Allies will declare on you—it’s now win or die.
After taking Hungary, which you should in a week or two, take Bulgaria using the same two armies. You can start justifying on Bulgaria when you are still fighting in Hungary. After starting the war on Bulgaria, justify on Romania.
You will need at least three 24-div armies for Romania. Your tank army should position itself at the far right of the border where natural defenses are weakest, and should aim to sweep through central Romania and then to the west through the mountains—this army will do most of the work.
Wait to declare war on Romania only after Germany has declared on Poland. If you reach the end of the two-month window and Germany still hasn’t declared on Poland, then go ahead and take Romania anyway—but something has gone wrong if Germany delays that long.
When you have taken Romania, upgrade your infantry to 20W. Put together a five-army (5 x 24-div) force under Graziani and guard the border with Russia (which will change when Russia takes E. Poland). Train those armies to the “experienced” level, if possible. In your tank template, replace light tank battalions with medium tank battalions to the extent possible (one or two to start).
Create an army of 12-24 infantry divs and assign them to guard Italy’s Black Sea ports, which will be attacked soon after war with USSR begins.
1940 and 1941
At some point within a few months of Italy’s conquest of Romania—possibly immediately—USSR (which wants Bessarabia and regards Romania as its backyard) will start justifying on Italy. Check the d-o-w date and be ready—make sure your army group has good supply, CAS support, and decent fighter cover. The USSR will attack with 200+ divisions, but unless Italy has some major deficiency, it should hold the line—it has a very good defense along large rivers.
When Germany is finished conquering Benelux and France so that it is relatively free to turn east, Italy should join Axis and call Germany to arms. Italy at this point can shift its 24-div army that was on the French border to the USSR border, under another field marshal, presumably Badoglio. After a few weeks, the German-Soviet front should move east and Italy can then trap and annihilate 50-100 Soviet divisions, delivering a mortal blow to the USSR and allowing a modestly swift campaign to take the southern USSR up to and including Moscow and the Urals. Once Italy starts to make progress, it can add its Black Sea coast guard to the force under Badoglio and use that mini-army-group to take Crimea and then push for Baku while the main army group under Graziani thrusts mainly for Moscow.
Occasionally AI Germany is so weak that it struggles to take Poland, and completely fails to take Benelux—it doesn’t even get to France. In this situation, Italy can still make a lot of progress towards Moscow by following the instructions set out above, but the odds are stacked against it.