Loading screens for Hearts of Iron 2/Doomsday can be used together with resolution hacks by Pegasus Hexa Wizard. They also give you alternative to default game's loading screen. In some cases, this screens are just resized default loading screens. If they more then just resized images, it's mentioned in their description.
To use this files, unpack them in /gfx subfolder of your Hearts of Iron 2/Doomsday installation. To use them together with Pegasus Hexa Wizard resolution hacks, see readme of this program.