The answer isn't simple. There are many reasons throughout these countries why each country chose a non-democratic government. However, one main reason for many countries is because of the "blame game." Many countries at the time were failing, and naturally people pointed at their own governments at that time, and unfortunately most of these were democratic. People started blaming the democratic governments for the country's relative poor-being, and when people like Hitler used this to his advantage new anti-democratic governments arose, like communist, fascist, and Nazi Germany.