If the C.S. had won, I've always imagined that they would've put in full motion plans begun by others, notably William Walker, of annexing Mexico, Central America, and the Caribbean to a large slave empire. After all, most of those new states that the civil war was fought over had already been stolen from Mexico. There was no doubt interests who would've wanted to continue the trend. But what if the Southern States had won and formed their own state, with an economy based almost entirely on slavery? Further expansionism south would've been much more lucrative. It would've been a scary future for those of us south of Rio Grande!
Another interesting thought is, how long would slavery have kept going in the South if it had won?? I mean, the only other comparable case would be Brazil, where Slavery was the most similar to the Southern US, and it was abolished around 1888. But if the C.S. had really made slavery the staple of their economy, would they have kept it around for much longer? Would we have seen a real slave state survive well into the 20th Century? And how would relations with the US and other European states compared? World history would be totally different, I'd say. I think there's a series of books about this by Harry Turtledove, but I never go around to reading it. I've always kinda been an alternate history buff (and history in general's always been very interesting). But who knows, right?