WMG / The Man in the High Castle

Two Wild Mass Guesses — the world of The Grasshopper Lies Heavy is a skewed vision of our world, and The Man In The High Castle is a skewed vision of a real alternate world where the Axis won.
A little confusing, I know, but bear with me. Both The Grasshopper Lies Heavy in the book and The Man In The High Castle in real life were written with the aid of the I Ching, with each and every plot development decided upon by consulting it. In the book, this results in The Grasshopper Lies Heavy, the story of an Allied-victory world that is rather over-the-top and somewhat implausible in just how total this victory is. And in real life, this resulted in The Man in the High Castle, the story of an Axis-victory world that is rather over-the-top and somewhat implausible in just how total this victory is.

So the WMG is: not only is The Grasshopper Lies Heavy a skewed and flawed look at our world — the real world — as seen through the I Ching by Hawthorne Abendsen, but The Man in the High Castle is a skewed and flawed look at an Axis-victory world — an equally real world — as seen through the I Ching by Philip K Dick.

And just to extend the WMG a little more: in that real Axis-victory world, circa 1962, an author named Hawthorne Abendsen wrote a novel called The Grasshopper Lies Heavy, which featured a book-within-a-book called The Man In The High Castle written by a fictional character called Philip K Dick...

The Man in the High Castle in an in-universe Japanese novel

Which is why it has bizarre I Ching and reality-related themes and the Japanese are portrayed as being fairly nice compared to the Nazis despite the fact in reality they were as cruel and nasty as the Nazis (see the Rape of Nanking for example).

People in The Man in the High Castle are slowly losing their collective grip on reality due to the stress of living in a world where the Axis won.
The devotion to the I Ching, the hallucinatory scene where the world suddenly shifts into another alt-history where the Allies won, the presence of The Grasshopper Lies Heavy, and all the overcomplicated social maneuvering point to something being very fundamentally off with human society. The madness of really living in the Axis power's dream is too much for the collective of humanity to handle, and that's why the Greater German Reich and the Greater East Asia Co-Prosperity Sphere are going to mutually annihilate each other right after the end of the book: Not because they are both superpowers, and not because they believe each other to be inferior, but because humanity has developed a collective death wish that makes such an obviously suicidal course of action look good on a subconscious level.

The "world" that the special newsreels show is not ours, but the one from "Valhalla" by Gregory Benford
In the novel on which the series is based, World War II ended in 1947. In our world, the war ended in 1945, but in the world of Gregory Benford's short story, World War II ended in 1947 as well, only there it was a complete and utter defeat of Nazi Germany. In that timeline, the world took even greater steps to crush Germany under its heel because of its humiliation of the Soviets and extermination of all the Jews in Europe. The even more triumphal nature of the reels would easily account for the shock the "Castle" timeline people experience when they see them.

Obergruppenfuehrer Smith is Joe Blake's father
There's a very paternal relationship going on, Joe didn't know his father, and Smith has given him second chances where it'd be more likely Joe would be executed if there wasn't a special reason.
  • Jossed: Season 2 reveals Blake's father is the architect of the Atlantropa, a hydroelectric dam built across the Strait of Gibraltar.

Joe Blake's father is Adolf Hitler
He's Hitler's illegitimate son.
  • So what you're both saying is that Joe Blake is a bastard?
    • Jossed: Season 2 reveals Blake's father is the architect of the Atlantropa, a hydroelectric dam built across the Strait of Gibraltar.

The "Concorde" style aeroplanes are actually rocket-planes, not regular jets
Rocketry was one of Nazi Germany's strongsuits and rocket planes were researched by Germany during the Second World War, the comment about Germans travelling by "rocket ships" implies that in this timeline they pursued that avenue much further and made it viable for widespread use
  • Not exactly Jossed, but not likely either: The problem with rocket-powered aircraft is that they have to carry a lot of fuel and have a short range. The only one that the Germans ended up putting into service, the Me-163 fighter, was only suited for the role of point-defense interceptor (that is, it could only fly straight up, attack incoming bombers, and glide back down). The "rocket ships" are probably something entirely different from the supersonic airliners, most likely suborbital spaceplanes.

Smith will end up being the hero of the piece, Joe and Nicole will end up being the Big Bad
The revelation that Smith was a high-ranking officer in the American military prior to the nazi victory, as well as the extremely uncomfortable look on his face after he is applauded and saluted by the Reichstag, suggests that Smith doesn't buy into the Nazi cause, and is simply doing what he thinks is best for his family and his country. His exposure to all of the Grasshopper Lies Heavy films in Hitler's archive will probably force him into taking meaningful action against the Nazis. The resistance has been shown to be little more than a bunch of misfits who don't even trust each other. Only a fifth column movement inside the Nazi-run government would be capable of ending the occupation and restoring the United States. Joe will feel obligated to finish his father's work, and Nicole's extremely skewed view on the world (Nazi environmentalist) will lead to all manner of atrocities committed in the name of The Greater Good.

Hitler saves the day
Tagomi's ability to cross into an alternate reality is foreshadowing that Hitler's moments of instability that potentially cost him the war will be revealed to have been caused by an alternate version of him accepting that the Third Reich can't be successful in any universe and actively performing acts of self-sabotage culminating in his suicide. This may even erase the Man in the High Castle timeline (along with every doomed timeline of Nazi victory) entirely.
http://tvtropes.org/pmwiki/pmwiki.php/WMG/TheManInTheHighCastle