Kate Winslet stars as the authoritarian leader of a fictional European country in the new black comedy “The Regime.” Premiering Sunday, March 3 (9 p.m.) on HBO and streaming on Max, the six-episode political satire was created by “The Menu” and “Succession” writer Will Tracy. The story follows a year within the palace of a crumbling regime, led by the volatile and paranoid Chancellor Elena Vernham (Winslet). Co-stars include Hugh Grant as her political rival, Andrea Riseborough as the palace manager and Martha Plimpton as a US Senator.