During the Nuremberg trials, Soviet prosecutor Nikychenko asked Wilhelm Keitel, head of the OKW (German Military Supreme Command), when exactly he knew the war had been lost. The discredited general replied with only one word: "Moscow."
Specifically, he was referring to the Battle of Moscow between September 1941 and April 1942. The Germans planned to launch a blitzkrieg in Russia, as they had done in France a year earlier. Because they will attack Russia with overwhelming speed and ferocity, encircle and overtake its army with an excellent tank usage rate, and then capture the capital without even knowing it hits them. It's one of those classic "we'll be home before Christmas" situations that don't usually end well. Yes, OKW was confident that if Moscow could be captured, the morale of the USSR would collapse like that of the French, and from there it would be a jump, a jump and a jump to the Urals and victory.
Since Soviet resistance did not collapse like a house of cards as hoped (the size of the Soviet Union meant that a rapid war was impossible), it meant that once the exhausted and overextended Germans arrived in Moscow, the Soviets had time to assemble reasonable defensive cities. By this time, winter had arrived. The whole fiasco of winter has been told so many times that I would not get into it. Zhukov was able to throw the Germans a safe distance from the capital, and from here, as Keitel rightly described, did not win. For Germany, a protracted war is never possible.
Above, Moscow civilians dug trenches outside their cities while the "invincible" Wehrmacht raided the Soviet Union. By the time they finally reached the city, they were exhausted, injured and far from home.
Shown here is the farthest advance of the Wehrmacht on its present-day outskirts toward Moscow (about 12 miles). The accounts about what happened here vary: some say that the SS tank division had reached this point before it was attacked (in some sources, it is said that no one escaped alive, although this is unlikely).
The head of OKW Wilhelm Keitel signed when he surrendered to the SOVIET UNION. In Nuremberg, he claimed he knew this was going to happen 3 years ago.
Keitel has a terrible ending. He was charged with war crimes, planning and waging wars of aggression, crimes against peace and crimes against humanity. He was found guilty and sentenced to death on all four counts. "Die—hang yourself!" He cried after receiving the verdict. "Well, at least, I think I'll be spared." His Prussian military pride was uneasy about being executed as a civilian rather than being executed. When the day finally came, a malfunction meant he would be strangled by a noose for about 20 minutes and then die in excruciating pain. The photo above gives us a glimpse of how horrible this scene must have been.
Edit - Thank you very much for over 200 votes; this is my first answer, so I'm an amateur compared to many other answers to this question.
Below, in the comments section, there was some great discussion about whether Keitel, a supporter of Hitler and the head of the above-all organization, was really a reliable source compared to other generals. There was also a discussion about whether the German generals thought the turning point was Stalingrad's discussion of Moscow. I recommend to check out them, it's all very interesting.
Edit - 1000 votes, really great. If you are interested in more information about the Battle of Moscow, I recommend watching the documentary Soviet Storm, which I link below to a plot. If you want to learn more about the Nuremberg Trials, I highly recommend Gustav Gilbert's book The Nuremberg Diary.
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