I think there is scope, most likely a possibly concerning and controversial avenue but from a narrative point of view interesting, to have a game that simply follows a family trying to survive and escape the war (though I think someone may have already mentioned Jewish refugees, it's a story that merits exploration).
Other mentions go to the many resistances - White Rose Movement might be a good one to look into for novelty's sake though I do not think it would be very "action-y."
Not necessarily part of "World War Two," but both the Italo-Abyssinian War and the Spanish Civil War I've not once seen depicted in a game beyond Hearts of Iron.
I think other theatres and sides may be a tricky area to get into if you want to go beyond a simple "slice of what happened." Games like Hearts of Iron are unapologetic sims, great fun, but little in way of story other than "this is how it was at this date... go!" And, to me at least, Red Orchestra (& Rising Storm) read like an interactive documentary - while it did not detract from mine enjoyment, it didn't really produce a story as much as throw a series of scenarios at me.
But to go beyond that and try to develop a character around acts and ideologies born from particularly abstract and disturbing perversions of concepts of national good, security and duty so disconnected from an innate humanity and respect for one's fellows, is a tricky path for any developer and storyteller. Games like Company of Heroes and Silent Hunter, albeit far from perfect, do allow for some exploration of the war from the other side of the trenches, but they are somewhat far and few between.
I'd honestly love to see a game from the perspective of the German Army, from rise to fall (ditto for the Imperial Japanese Army), tracing the optimism and confidence, watching it give way to frustration, confusion, despair and anger, before manifesting into grief and violent utter hopelessness. However as wealthy an area might be in terms of story, in simple terms of moral proximity to so many hot button issues that remain to this day, I think it will be a while before such a game receives attention on any major Triple A, multi-million dollar budget level.
That said, if the existence of a game like Valiant Hearts (is it really as good as they say?) is anything to go by, a multiple-pov slice of sorrow might be doable - so there may be hope yet for such a game and its story.
Honourable mention goes to the ANZAC forces, who really could do with a game of their own.