So what happens if the Nazi's succeed in taking out FDR, Churchill and Stain in 1943 ?
Who are the new leaders ?
FDR is of course easiest... VP Henry Walace takes over.
Churchill... in theory you have Attlee as Deputy PM but with Conservatives holding a majority I don't know they'd go there. Perhaps Eden as PM with Attlee retained as Deputy for the wartime coalition.
Stalin... now there is a riddle in an enigma because of his suppression of any viable alternatives.
Perhaps some sort of initial coalition as happened in 53 but probably with Beria in a stronger position.
Or does the military step in ?
If you mean 'Operation Longjump' the Russians are likely too paranoid about security for a bunch of paratroopers to be able to somehow take out all three Allied leaders. Churchill notes in Volume 5 of his WW2 memoirs regarding protection of the legations that '...In fact a complete cordon was established, and the military and police forces used, especially by the Russians, were numbered by the thousands...' ('Advent of the Triple Meeting', Volume V)
That is to say that the legations where the leaders stay and the actual meetings take place are extremely heavily guarded.
That said, Churchill allows that he himself might have been assassinated on the way from the airfield to the British legation. He comments about his arrival that: '...As we approached the city the road was lined with Persian cavalrymen every fifty yards, for at least three miles. It was clearly shown to any evil people that somebody of consequence was coming, and which way. The men on horseback advertised the route, but could provide no protection at all. A police car driving a hundred yards in advance gave warning of our approach. The pace was slow. Presently large crowds stood in the spaces between the Persian cavalry, and as far as I could see there were few, if any, foot police. Towards the centre of Teheran these crowds were four or five deep. The people were friendly but non-committal. They pressed to within a few feet of the car. There was no defence at all against two or three determined men with pistols or a bomb. As we approached the turning which led to the Legation there was a traffic block, and we remained for three or four minutes stationary amid the crowded throng of gaping Persians. If it had been planned out beforehand to run the greatest risks and have neither the security of quiet surprise arrival nor an effective escort the problem could not have been solved more perfectly...' ('Teheran: The Opening', Volume V)
However, as Churchill also notes at the end of the chapter previous to 'Teheran: The Opening': '...So we sailed off into the air from Cairo at the crack of dawn on November 27 in perfect weather for the long-sought meeting-place, and arrived safely by different routes at different times...' ('Cairo', Volume V)
That is to say that
all three national leaders are travelling separately, at different times.
Best case scenario for Hitler I could see in any paratroops attempt is that they take out Churchill on his way from the airfield to the legation - but Roosevelt and Stalin are travelling separately from Churchill, and Churchill's assassination results in redoubled security for the other two in transit (if they haven't already arrived.)
Assuming Churchill is blown to pieces on this way to the legation by a small group of Axis paratroops, see other comment by other posters already in this thread for likely succession (although I think I remember mention in a previous thread on this topic of the South African leader, Smuts, as a possible replacement, too). I have no idea who would immediately represent the UK at the discussions between Stalin and Roosevelt in Churchill's absence (which discussions would still presumably go ahead.)
If you have some other kind of assassination scenario in mind, perhaps you could detail it, please?