This is a question that goes back to early human civilization, war is mostly fought wherever there are resources available to one side that are not available to another.
Secondary to resources would be belief, anywhere you have a border that buffers two differing or opposing beliefs it will most likely be a hot spot for war.
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It was the nazi war fought in Poland, Germany, all those countries
U.S and Japan
It was fought in more than one country. Bosnia-herzegovina, Austria,Germany, France, and Belgium mostly
Mostly in the 1940s. WW2 started in September of 1939, and ended in September of 1945.
The last great religious war was the Thirty Years War, fought between Catholic countries and Protestant countries (and France, who sided with Protestants for political reasons). It started in 1618 and ended in 1648, and was fought mostly in and around the area of modern Germany.