Well, you can find that out with my new quiz, Biggest Countries of the World by Area in 1939.
Here's a summary:
5. Canada: 9.5M km², or 3.7M mi²
4. United States: 9.8M km², or 3.8M mi²
3. France: 12.7M km², or 4.9M mi²
2. United Kingdom: 15.2M km², or 5.9M mi²
1. Soviet Union: 21.5M km², or 8.3M mi²