Delta Green has some elements of this, with an occult faction of the SS (the Sonderkommando Hexen, or Karotechia in universe) communing with the Deep Ones, making use of reanimated corpses and making a last-ditch effort to destroy the world by summoning Azathoth. There's no campaign per say, but the handler's guide has timeline that outlines potential scenarios. I think World War Cthulhu and Acthung! Chtulhu have similar campaigns.

I always wanted to play a PvP game where players create a magical weapon for a city and their enemy send other players to destroy it.

It could be so strategic and fun to play. You could see the players torn apart between what the have to do and their convictions.

Or a variant of Turtledove's Worldwar alt-history campaign where aliens invade mid war. Except it's demons.

The Nazi occult history/tropes are so prevalent that a WW2 setting is easy to make semi-historical sounding.

Source: I did a WW2 twoshot