History

not exactly. the man in high castle supposes an assassination attempt of FDR was, in the alternate history of the novel, successful and the US sunk further into the great depression. the policy of non-intervention in ww2 was extended for several more years. this allowed the nazis an eventual victory in the east and widespread extermination of peoples considered "subhuman" across europe. the nazis then turned to africa and integrated it into the reich. the US joined what remained of the allies later. i believe the victories and unchallenged conquests allowed the the nazis to get to the A bomb first, along with advanced rocket technology. i don't remember much being said about what happened to the soviets, except that stalin was assassinated at some point in the war. the maps seem to imply Generalplan Ost was a success.

[the axis are still in joint coalition to conquer south america at the time the novel takes place (early 1960s), and have basically conquered the world and partitioned it among themselves.]

but anyway, DC got nuked, decapitating the government and that was the end of the US' will to fight. the nazis created a rump state of the eastern US based out of NY with all the eager collaborating capitalists, the japanese did the same to the west coast under a partition agreement.

the novel takes place 15 years after all this, into the world that formed after the allies lose, where the Nazis and the Japanese empires now control huge parts of the world, spy on each other's military technologies and generally only pay lip service to their alliance, squabbling over the boundaries of their spheres of influence and looking desperately for ways to tip the balance in their favor.

i think it was mostly envisioned as a mirror world where the US was the partitioned loser of ww2 and a new "cold war" would emerge between the war's victors with the implied battleground of two superpowers' secret police being in the partitioned north american continent instead of europe, and the events of the novel are well after the war with events of the war only being painted in the sort of ideologically framed broad strokes that a conquered people would be allowed to know.