I almost went with Alexander but I like Arthur better, even though he is mostly legend.
Hitler is the 'boss you chase the whole game only to find out there is something even bigger'. That bigger thing being, of course, God.
During the Hitler fight your party has to split in to two groups because Stalin is revived by the mystic Rasputin and they attack from the east. My secondary group:
Joanne d'Arc
Mohammad Ali
Plato
Confucius (his philosophy combo attack with Plato is devastating)