Twilight and the gang investigate a meteor that crashed into Sweet Apple Acres orchard. When they arrive at the crash site a strange energy field latched on to Twilight's horn and activated her teleport magic beaming them to the world of Nazi Zombies.

Just so as to avoid the obvious "This doesn't make sense in Equestria." comments i should add the idea that i'm imagining Equestria as we know it having a lot of geographically similar locations to those in our world since its already been implied in the show. Additionally the whole mention of WWII that i make having happened in Equestria could have happened just under different pretenses such as insane Luna loyalists sparking a rebellion to throw the world into war in the hopes of overthrowing Celestia. Or she may have been drained for an extended time after her banishing of Luna and had to spend an extended time absent of the world other than her duty of raising the sun and moon.

During that time there could have been any number of wars waged over Luna and Celestia's actions.