Oppenheimer, as well as many other Manhattan Project researchers (eg Rabi & Weisskopf), were first or second generation German-Jewish immigrants/refugees. Max Bonn, Oppenheimer’s mentor, was also a refugee in the end; Oppenheimer was born to immigrants in the US but studied under Bonn in Germany prewar.
Moreover, the physical foundation for atomic power was largely the work of German, often German-Jewish, scientists.
So it’s plausible to suppose a counter-factual in which Germany, one less crippled by bigotry (and it is a disability…), develops the bomb.
And it’s not just the bigotry: it’s the anti-intellectualism. Einstein could write a letter to a well-educated patrician of the New York Dutch aristocracy (FDR), and so help change the world. The pig farmer and the corporal would never have read such a letter (even if were they not already trying to murder the writer and all his cousins for nonsense reasons).
Hitler explicitly called particle and nuclear physics "Jew science" and disregarded it. For a man who adored mythical wonder weapons that did not pencil out at all, he did not put effort into building nuclear bombs.
Add to that, most of the physicists at that point in history were very unhappy with Fascism in general, and fled Italy or Germany when they could.
Many of those who came and helped the US build it's bomb did so reluctantly. Only really Teller seemed genuinely excited about big nuclear bombs. Everyone else wanted anyone but the Nazis to get it.
However, it's important to note that it's very unlikely anyone else had the resources to actually devote to their equivalent of the Manhattan project, so even though pretty much every state at the time had a nuclear bomb program of some sort, the vast majority were more exploratory than production focused.
