Obviously Himmler's case is well known. He believed he'll convince the Americans they need SS to hold Europe after the war and thus he'll be in perfect position to take over during peacetime. At least, when this illusion fell apart, Himmler came to realize he's screwed and took the easy way out.
Goering believed that due to his status as designated heir, as well as the fact he wasn't officially involved with "those SS swines", he'll be the one taking over with the allies' approval, or, at the very least, will be treated with honors. Didn't work out.
Speer was certain he'll be asked by the allies to help out during reconstruction of Germany and that might be a reason he sabotaged Hitler's scorched earth policy.
But the funniest example was Kaltenbrunner planning to set up and lead a postwar government in Austria.
That's because the Nazis thought of themselves as the "good guys".
They believed that the "inevitable" conflict with the Soviet Union was ideologically and racially based, but at the same time they also foolishly thought that they had merely a policy disagreement/conflict of interest with the non-communist Anglo-Saxon nations. They couldn't comprehend that the Western Allies would regard them as "evil".
