The Axis Powers was the name of a military alliance between several European and some Asian countries during World War II, hostile to the Allied Powers.
The three leading Axis Powers were Germany, Italy, and Japan which are all featured as the main enemy in every Call of Duty game set in World War II, as well as being playable factions in multiplayer.
In-game
Call of Duty & Call of Duty: United Offensive
Germany is the only Axis power encountered in Call of Duty and Call of Duty: United Offensive.
Call of Duty 2
Germany is the only Axis Power encountered in Call of Duty 2.
Call of Duty 2: Big Red One
Germany and Italy are featured enemies in Call of Duty 2: Big Red One. Vichy France is the enemy in the mission "Baptism of Fire", though it was not one of the Axis Powers.
Call of Duty 3
Germany is the only Axis Power encountered in Call of Duty 3.
Call of Duty: World at War
The Axis Powers featured in Call of Duty: World at War are manifested in the Imperial Japanese Army and Navy and the German Wehrmacht and Waffen-SS. Japanese forces are only seen throughout the American campaign (Pacific Theater) and German forces are only seen throughout the Soviet campaign (Eastern Front).
Call of Duty: Black Ops
The Axis Powers make a brief return in the game Call of Duty: Black Ops during the mission "Project Nova", which features remnants of the Wehrmacht lead by Friedrich Steiner fighting against a Soviet force lead by Nikita Dragovich in an attempt to secure the supply of Nova 6.
Call of Duty: WWII
Germany appears in Call of Duty: WWII as an Axis Power. The Axis Powers overall serve as a playable faction in multiplayer.