While Austria was indeed annexed it was done so in a political process undertaken during some rather intimidating circumstances. If by 'Bohemia' you mean the Czech lands, they were pretty straightforwardly invaded with only the very thinnest veneer of political process. Poland 'ceased to exist' as a result of joint military action of the Nazis and Stalin's USSR. When Germany 'invaded the USSR' they, in fact, were at first invading that part of Poland that had been captured by the Soviets.

It might be been termed a mistake to have invaded the Soviet Union (and was certainly a mistake to assume doing so would have been both simple and easy...) as another has ably noted in the comments, WWII was a war for and about resources: Hitler was looking to capture the Ukraine in order to feed Germans. He may not have had much choice.

So, while it certainly looked, at the time, like Hitler could have captured the whole world, it looks very unlikely in hindsight given the choices on offer. Think of it as a bootstrapping problem: you need resources to fight; you need to fight for resources.

For example, had Hitler been able to keep Stalin out of the war (by not invading) the war would certainly have lasted longer, but Germans eventually would have begun to starve and thus would have likely lost. By invading, and by failing in defeating the Soviets, he invited Stalin to join with the Brits, which is how Germany did lose. While the American presence was vital and important, in contrast to our self-perpetuation mythology that we 'liberated Europe', the Soviets did more, and sacrified more, to end Germany's dominance than anyone other single country.