WW II sites as in something like the Eagles Nest which won't be open in February.

IMO no question Berlin is where you want to go.

Munich is great. I would recommend Munich. There are plenty of day trips to see castles from Munich. Berlin has more WWII sights but Munich is a much more interesting city. Salzburg is beautiful also. My first choice would be Munich.

In a suburb of Munich is the Dachau concentration camp from WWII, now a museum and memorial.

Salzburg is a very small city - Munich is more interesting, BUT Berlin has it all - interesting and the most vibrant city in Europe.

Depends on your priority. Go to Berlin for the lots of WWII and Cold War sites and museums. It's also a wonderful city full of lots of other attractions.
Go to Salzburg if you want a small city with charm and romance.
Go to Munich if you want a medium city with a nice combination of charm, romance, and "big" city life.

Munich is lovely. Berlin is edgy. What do you like?

Been to all three and I would go to Berlin.

More History here.

If you want a Palace you can visit Charlottenburg Palace and Museum Island.

If you want Museums and Palaces in Munich and see

Nymphenburg Palace and Grounds

and the Residenz.

But actually you cannot go wrong with either choice.

So much of confusion between berlin and munich plus i want to se the castle in fussen

If you want to see Neuschwanstein, then go to Munich. BTW, the castles Neuschwanstein and Hohenschwangau are not in Fussen, but a short bus ride away.

Is this part of a bigger trip, or are you just flying within Europe to one of these three cities? I'd take Salzburg off the list. It has (for me) little to offer those interested in WWII. It will certainly be cold in all of these places.

If you want to see a concentration camp, then you have choices from either Berlin or Munich, with Dachau being much more accessible from Munich than Sachsenhausen is from Berlin. But I do think a trip to Berchtesgaden would have been interesting to a WWII buff, though February isn't a very practical time.

There is a lot more cold war stuff in Berlin, and I think in general it does history well. There are loads of museums to visit, though not all that many directly related to WWII.

You might find this site interesting
www.thirdreichruins.com/misc_sites.htm