"The genre has a variety of names, but it is best known as alternate history. In an alternate history, one or more past events are changed and the subsequent effects on history somehow described. This description may comprise the entire plotline of a novel, or it may just provide a brief background to a short story. Perhaps the most common themes in alternate history are "What if the Nazis won World War II?" and "What if the Confederacy won the American Civil War?"Much more background and info at the link.
Browse the collection here.