There's a theory that before WWII was over, Hitler left Germany and went to New Swabia, a section of Antarctica claimed by Germany, and from there he and his Nazi's built UFOs (prototypes were found by the allies).
http://en.wikipedia.org/wiki/New_Swabiahttp://en.wikipedia.org/wiki/Nazi_UFOsSince terrorists are a rather pathetic enemy, in my opinion, I'm thinking that we could also add Nazi's flying in with UFO's like mid story using laser versions of their guns from WWII and they are trying to take over the world so the player has to fight them.