Every war has its secret weapons, and probably none had more than the Second World War. Even at the time, the German love of "wonder weapons" was well-known, and made a fine psychological weapon in itself. So did the Reich's love of science and engineering. Allied planners and soldiers never knew what kind of monstrosity they'd encounter from battle to battle, or what new horrible fruit would drop from the twisted tree of German science. 

Maintaining that fear, and thereby keeping the Allied forces on their toes, was a prime concern for Germany during WW2. So it's no surprise that the Nazis far and away dominate any list of the secret weapons of World War Two. Still, we had a few of our own, not least of which was the atomic bomb, which effectively ended the war.

Good thing it did, too. Because as you'll see, more than a few of these devastating secret weapons of WW2 were just inches from operational when the war ended.