Red Alert was originally planned to be an expansion to Command & Conquer (1995) but ended up so good that Westwood made it into a game in its own right.
During one of the cutscenes, Stalin mentions "When you kill one, it is a tragedy. When you kill ten million, it is a statistic." This quote, as well as many of its permutations, is ascribed to the real Stalin, although with considerable controversy: Stalin may have borrowed it from a much older source, and even then, most historians have serious doubts whether Stalin actually said it.
The character Georgi Kukov, who leads a Soviet army into Berlin early in the war, is named after General Georgi Zhukov, who did the same in 1945 at the end of WWII in Europe.