When World War I ended, many democracies were created in Europe. One of our goals in the war was to make the world safe for democratic governments. We wanted more democratic governments in Europe. However, by the time World War II started, and certainly shortly after it ended, many of these democracies had disappeared.
Those that disappeared before World War II did so mainly because there were many major economic problems that the democratic governments could not solve. The Europeans, accustomed to dictatorships or monarchies, turned to a strong unelected leader to resolve these economic problems. Germany is a good example where a dictator came to power.
Even more of them disappeared after World War II when the Soviet Union expanded its system of communism. In these communist countries, there were no free elections. Instead, a leader was chosen often without any elections or elections with choices of candidates. Many Eastern European countries became Communist after World War II ended. Thus, democratic government disappeared not long after it was established in Europe.