As the US, if you have Atlantic naval supremacy, you should probably get a ton more transports so you can land a steady stream of units into Gibraltar or Spain. Remember, if you have Gibraltar you can use its naval base to get back to the Eastern US in 1 turn (and use the base there to get back to Gibraltar in 1 turn). I’d get at least 7 more transports so you can have 5 at Gibraltar, 5 at the Eastern US and switch them each turn, dropping off 10 units in Gibraltar or Spain each turn with them. Just remember to have a few other ships or planes in the Gibraltar airbase to protect the transports from the Axis air force. From Spain you can easily threaten France or even Rome, and it raises the possibility of reinforcing Egypt and/or destroying the Italian fleet and/or transports.
Alternatively (or maybe additionally) you can set up a similar transport chain from New Brunswick Nova Scotia to Britain (because again the naval bases on both sides let you get back to the other in 1 turn), sending troops up from the Eastern US. Then you could threaten Denmark, Norway, France, and even West Germany.
If Britain is secure (meaning the Germans can’t do Sea Lion, an amphibious attack on Britain) because of the UK fleet I’d recommend investing more in Africa, maybe even a minor IC in Egypt if you think you can keep Italy away from it long enough for it to be useful.
I’m a bit surprised that the neutrals were attacked, because it isn’t normal to happen, but since they were you should try to grab South America with the US (even if they’re pro-Axis) because really the only thing stopping you before was the possibility of the Axis getting a few European neutrals. I assume they already have those at this point.
If Germany hasn’t attacked Russia yet then you’re in good shape. They can’t win without going deep into Russia (or maybe by overcoming your naval supremacy, but that seems to be impossible from what you’ve said). Be ready for a German attack, and if they ever look weak you should think about attacking them to open up the Eastern Front.
One thing to be careful of is you have to know when to take Paris. If you can take it but won’t have enough troops left to hold it from the German counterattack, then don’t do it. You’d actually help the Germans by giving them the extra money from capturing the capital again.
From what you’ve said, you’re actually in pretty good shape.
A few questions:
-Are you using the Alpha + .2 rules and setup?
-How strong is the Axis Air Force?
-How strong are the Germans on the Eastern Front?
-Do the Germans have transports?
-How much does Italy have in Africa?
-How strong is the Italian fleet?
-Who attacked the true neutrals first?