Did they support the axis powers invading everyone? And did they care about the concentration camps or the nazi's in general?
This has been asked a few times. Here's some other places where it's been asked, and the best answer/top comment from those threads:
You may be interested in my earlier series of posts that deal with Pius XII and the holocaust. In those posts, I dealt mainly with the series of books about the how the papacy of Pius XII dealt with the holocaust and the controversy surrounding his pontificate.
Did they support the axis powers invading everyone?
Prior to the outbreak of WWII, Eugenio Pacelli was elected and took the name of Pius XII. He had been Cardinal Secretary of State under his predecessor, Pius XI. Pacelli had spent his entire adult life in Vatican service, and the vast majority of it as a Vatican diplomat. This was known to the conclave that elected him, and we can infer that the leadership of the Church at that time wanted just such an individual to guide the Church. Pacelli lived up to his background. His statements were measured, careful, and had an eye on not only the current situation but also on what precedent he would set with his statements. He did make repeated calls for peace before the war started, and continued in that vein on August 24, 1939 by saying that “[n]othing is lost by peace. Everything can be lost by war." (Blet, 217)
After the outbreak of hostilities, the most important document to consider is Summi Pontificatus. (English Translation) In this document, published in October of 1939, the pontiff lamented many of the things that came to be common in WWII. He specifically pointed to the situation in Poland, and decried all types of violence against noncombatants. He publicly opposed aerial bombardment of civilians and violence against people based on race.
This theme was continued in his 1942 Christmas message.
Mankind owes that vow to the hundreds of thousands of persons who, without any fault on their part, sometimes only because of their nationality or race, have been consigned to death or to a slow decline. Mankind owes that vow to the many thousands of non-combatants, women, children, sick and aged, from whom aerial warfare—whose horrors we have from the beginning frequently denounced—has without discrimination or through inadequate precautions, taken life, goods, health, home, charitable refuge, or house of prayer…”
The Vatican was restricted by the Lateran Accords of 1929 to strict neutrality in foreign affairs, but Pius XII gave no support for Axis territorial ambitions.
And did they care about the concentration camps or the nazi's in general?
The Church’s concerns about fascism were crystalized in the 1937 encyclical Mit Brennender Sorge. The publication of this document was taken quite seriously by the Nazis, as they subsequently banned Vatican radio and shut down Catholic newspapers. While the condemnation of fascism was not total, the Church voiced grave concerns about what it called the idolatry of the State.
As for the Church and the Holocaust, I mainly focused on the papacy in my earlier post. Gordon Thomas documents Vatican and Church attempts to save Italian jews in his recent book The Pope’s Jews. I am not an expert in Catholic resistance within Germany during the war, but suffice it to say that resisting the Nazi regime was risky and incredibly dangerous. Although the book has some serious flaws (especially in bias), David G. Dalin’s The Myth of Hitler’s Pope does give a decent overview of how other Catholics resisted the Holocaust. One figure in particular may be of interest, as Archbishop Angelo Roncalli was able to exert a good deal of influence in Hungary, Slovakia, and Romania to mitigate the Holocaust in those areas.
One area in which I have no expertise is the situation in Croatia, where Catholics themselves were perpetrators of violence against Jews and others. Simply put, I have found little literature in English on the subject and I have no language skills that are applicable to that area.
Also, the Vatican itself was bombed twice, once by a German plane and a second time by the British. Neither time was intentional, and the damage was slight on both occasions.
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Overall, this is a highly controversial topic. Usually, partisans on both sides use the Church’s words and actions during WWII to further a current political agenda, with little regard for history. Below is a reading list that contains many of the books on the subject.
Cornwell, Hitler’s Pope: The Secret History of Pius XII, 1999
Michael Phayer, The Catholic Church and the Holocaust, 1930-1965, 2000
Susan Zuccotti, Under His Very Windows: The Vatican and the Holocaust in Italy, 2000
Carlo Falconi, The Silence of Pius XII, 1970
Also deserving mention is a play--The Deputy, a Christian Tragedy--written by Rolf Hochhuth and first performed in 1963.
David G. Dalin, The Myth of Hitler’s Pope, 2005
George Thomas, The Pope’s Jews: The Vatican’s Secret Plan to Save Jews from the Nazis, 2012
Acts and Documents of the Holy See Relative to the Second World War
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As always, followup questions from OP and others are encouraged.