Some possible theories:
1. During Operation Barbarossa, Hitler could have diverted forces from Army Group South to Army Group Centre and attacked Moscow with more force, so that the Soviet reinforcements from Siberia would be unable to change the tide. Taking Mosclw would have greatly benefited him. Also, he could have listened to Andrei Vlasov and Alfred Rosenberg to treat Slavs much better, and promise them an independent state after the war (even if not seriously). Millions in the USSR were willing to collaborate and aid the Axis, but they were not given any significant roles in fighting until it was too late, and the Nazis' brutality caused many to stop collaborating. These factors could have very well resulted in a Nazi victory on the Eastern Front, which was the most difficult one for them.
2. Strengthening relations with Britain before the war in order to form an alliance and remove them as an enemy. Hitler said he wanted to keep the British Empire intact and viewed them as a possible ally against the USSR. And some British Royal Family members had Nazi connections. Britain and Germany allied could have also at least tried to bully France to comply with them, creating a sort of pact between Germany, Italy, Britain, and France. These four countries would have virtually been unstoppable, at least to some extent.
3. Instead of breaking the Molotov—Ribbentrop pact, Germany could have allied the USSR and used that time to invade the rest of Europe, and not make any obvious preparations for an invasion until all other enemies were taken care of. After that, the USSR would have not had as many allies aiding it in various ways as happened in OTL (the US and UK opening different fronts and providing supplies, Greek resistance stalling the German invasion of the USSR, etc.)
Those are just some of my ideas.