The record of Stalin's reign, especially as recounted in this episode, ''Despot,'' is one of murder on an immense scale. ''Stalin embarked on a war against the nation,'' the narrator says, as details are laid on of the mass terror that, by the estimate accepted here, brought 20 million deaths at the hands of the state. Historians tell of the destruction of the peasantry that resulted in a famine in the early 1930's that took the lives of more than 5 million people yet went unreported by most Western observers. You can see George Bernard Shaw visiting the Soviet Union during the worst of the famine but noticing nothing of it; he brought back compliments for the new society. Forced labor killed millions more.