First, I want to congratulate Paradox guys for this great game. And sorry, my english is far from being perfect. 
I played Italy, avoiding alliance with Germany. I avoided war vs Allied as well.
First bug:
After USA started invasion of North African provinces, all African provinces went from Vichy France to Italy. But american invasion had to stop, since Italy was not in war vs USA.
Second bug:
Germany was in war vs Soviets. I (Italy) started a war vs Soviet union on my own. I started invasion from my puppets Turkey and Persia. After a while, Germany and Soviets signed a peace treaty, but all of provinces conquered with Italy went to Soviets, and all of Italian troops were redeployed at Rome.... But I was not allied with Germany, so I guess German-Soviet peace treaty should have not affect Italian war vs Soviets...
Bye,
Rodolfo (Italy)
I played Italy, avoiding alliance with Germany. I avoided war vs Allied as well.
First bug:
After USA started invasion of North African provinces, all African provinces went from Vichy France to Italy. But american invasion had to stop, since Italy was not in war vs USA.
Second bug:
Germany was in war vs Soviets. I (Italy) started a war vs Soviet union on my own. I started invasion from my puppets Turkey and Persia. After a while, Germany and Soviets signed a peace treaty, but all of provinces conquered with Italy went to Soviets, and all of Italian troops were redeployed at Rome.... But I was not allied with Germany, so I guess German-Soviet peace treaty should have not affect Italian war vs Soviets...
Bye,
Rodolfo (Italy)