The first military setback for Hitler's force during WWII, was probably the Second Battle of El Alamein, which had followed the First Battle of El Alamein. This was a major setback because Hitler did not pay heed to the demand of supplies from the Afrika Korps, troops who were watching the back way of Egypt, as a result, the British saw through Hitlers tactics and rushed in to join the El Alamein. After that disaster, Hitlers forces were weakned, and they were surprised when American troops came in to help and joined forces with the French. This eventually led to the downfall of Soviet Russia, and the Nazi Germany downfall. I hope this was helpful to you.Have a good day!