This is almost entirely a myth. If you set aside all of the fantastical prototypes, there are a few plausible examples but none that are truly “amazing”. For example, Germany did develop some of the earliest jet engines, but then again, so did Britain. The Me 262 and Gloster Meteor were introduced within months of each other, and while the Messerschmidt had its advantages, it also required scarce materials and couldn’t be manufactured at scale. Manufacturing issues were also present with the later German tanks, which were also significantly less maintainable and less reliable than Allied tanks.
One place where they were significantly ahead was in large scale rocketry. By the same token, they were significantly and consistently behind the United Kingdom and United States in cryptography, computing, radar, electronics, atomics, and manufacturing—all of which had much more significant strategic impacts.
Germany made some amazing developments that were superior to allied tech, and they didn’t win.