They did, actually. At least partially. They blew up the crematoria, had the sonderkommando erase evidence like mass graves and such, burnt a lot of files and marched the majority of still living prisoners away before the Russians arrived. But it turns out it's hard to hide genocide and they ended up leaving quite a bit of evidence - not to mention that there were survivors from the camps, who could testify what had taken place there. Still, Auschwitz and its destruction feature prominently in many theories by negationists.

As to smoking guns, Auschwitz certainly wasn't the only extermination camp. Most of these camps were hastily dismantled or destroyed before the Russians got there. Due to the Russians' speed, some were only partially destroyed, like Majdanek. Either way, it was pretty easy to piece everything together.

So to answer your question, there was a large scale effort to erase all evidence by the Germans, but they failed.