Hitler, Stalin, and Macbeth were all guilty of concerted campaigns of deception and mendacity, exercised for the cynical purpose of gaining or consolidating their own power. Hitler, for example, used the fire which broke out in the Reichstag (the parliament building in Germany) in 1933 as a pretext to pass an emergency decree which suspended lots of civil liberties and allowed Hitler and the Nazi Party to imprison political opponents and tighten their own grip on power. Stalin, who once supposedly declared astutely that "ideas are more powerful than guns" created a huge propaganda machine in Soviet Russia, a mainstay of which was the official newspaper ("Pravda") of the Communist party. During the disastrous five year plans, introduced in 1938 to speed up the progress of industrialization in Russia (so that Russia could catch up with America and Western Europe), Stalin's Communist party wold regularly release false figures and statistics to show how produce of everything from grain to iron was on the increase. Macbeth, meanwhile, follows his wife's advice to "look like the flower, but be the serpent under't" and accordingly lies and misleads throughout the play to keep hold of his throne. For example, he pretends to be friendly with Banquo while at the same time arranging for his murder.
Hitler, Stalin and Macbeth were also all guilty of using violence to gain and keep power. Hitler used the SS, under the infamous control of Heinrich Himmler, to strike fear into political opponents. Stalin's equivalent was the NKVD: the secret police force which he used to summarily execute thousands of perceived dissenters and enemies in what became known as "The Great Terror" of 1936-1938. Macbeth, for his part, is often keen to commit the violence himself, although he does pay two murderers to get rid of Banquo for him.
One key difference between Macbeth and the two real life dictators, is that he dies a death not utterly devoid of honour, whereas both Hitler and Stalin died rather ignominious deaths that, if not for the atrocities they had committed, might have been rather pitiful. Hitler died in his bunker, probably ravaged by Parkinson's disease, having committed suicide next to his wife. He is now buried under an inconspicuous car park in Berlin. Stalin died of a cerebral haemorrhage in his room. He might have been saved but his guards were too scared to go into his room because Stalin, being very paranoid, was in the habit of having just about everyone whom he didn't like, killed. Macbeth, however, dies in battle, fighting face to face with Macduff. He died as something like the warrior he began the play as.