The Galactic Empire has the most obvious correlations but at the same time the GE seems based somewhat on the American government under the Nixon Administration (though more so in the OT as opposed to other sources of Canon). I mean it's obvious. Chancellor becomes a dictator. Army called Stormtroopers. Several members of the Empire are very clearly based on real life members of the Nazi Party. Not to mention the flared hip breeches on the costumes.
The First Order represents the idea of Neo-Nazis. Those who idealise a false version of history and seek to reclaim that alleged glory. Only in this case a much larger and stronger faction of them than appear in real life. Nevertheless the parallels are still here. It double downs on the zealotry and fanaticism of the ideology. A lot of the leadership are young fanatics. The overcoats the FO officers wear are very much inspired by certain regalia.