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That's a very large question to answer, so let me get you started. One similarity between the three is that they created vast police agencies that clamped down on dissent and civil liberties, maintaining the dictators' power, but they were also pitted against each other in competition which reduced potential challenges to their rule.
There were some key differences to consider. First, both Hitler and Stalin created mass prison camps to incarcerate opponents and "undesirables". Mussolini relied on thugs to reinforce his rule, but less on prison camps. Stalin also used mass deportations of ethnic minorities, and resettlement of ethnic Russians into areas of the empire where they weren't before, in order to solidify his control. Hitler did this also with Jews and Poles, but to a lesser extent.
Mussolini had no death camps, although Jews were still deported from Italy, especially later in the war. Hitler and Stalin used death camps extensively, collectively murdering in excess of 30 million people.
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