There are a number of issues for Jews just "blending in", which broadly speaking worked differently in Eastern and Western Europe.

In Western Europe, maltreatment of Jews was mostly incremental. The Nazis didn't start mass murdering people right out of the gate (though it was clear that things were going to get bad for the Jews, and people did openly speak in the '30s of the possibility of Jews being killed en masse, albeit not on the scale it actually occurred). First, citizenship was revoked, certain rights were rolled back, Jews were de-integrated from society, etc. Eventually you got things like the famous yellow stars. The penalties for pretending not to be Jewish were pretty steep, and being killed for being Jewish wasn't an immediate threat. Additionally, records were used over time to make it difficult to hide Jewish lineage. While Jews "passing" would've been relatively easy in Germany, the environment pre-war made it an unlikely choice.

In Eastern Europe, the Germans essentially rolled in followed by killing squads and created ghettos in cities. However, there were a couple of issues. First, you did have some of the same effect as in Western Europe, where people feared the Germans finding them unregistered more than they feared what'd happen if they didn't. Creating ghettos and killing everybody wasn't announced.

In Kiev, for instance, Jews were told that they had to assemble with their possessions for resettlement a few days after the occupation began--anyone violating the order would be shot. But upon their arrival, they were all shot in a ravine at Babi Yar--only a few who managed to slip away survived. While some Jews might've feared what would happen, the prospect of being hunted down was present, and culturally speaking restrictions on Jewish residence in Europe wasn't exactly a new phenomenon.

Additionally, in Eastern Europe much more than western, Jews weren't very integrated. It'd be a dead giveaway if someone could only speak Yiddish (which would've happened in rural areas, though most people could probably converse in the local language) or couldn't find non-Jews to vouch for them or couldn't document a name that wasn't Jewish.

In all these cases, the penalty for trying to "pass" was death, and the Nazis had whatever historical records were available to hunt down those who tried.

However, some people did. While it was difficult to do it, among the millions of Jews some were bound to try it, and some succeeded. Just yesterday we had someone here asking about documenting Jewish genealogies because their Litvak (Lithuanian-Jewish) ancestors intentionally obfuscated their Jewish heritage. And I know a woman (this anecdote is illustrative, not a source--that'd be against the rules) who survived the war as a girl in a Belgian orphanage--it was assured that there was no documentation tying her to being Jewish, and by all appearances she was just a young girl who was abandoned.

A better-known example is the French village of Le Chambon-sur-Lignon, which sheltered thousands of French Jews (and others escaping Nazi persecution). Note that France had an integrated Jewish community (so people could "pass") and didn't have the incremental persecution increases in Germany, so there was more incentive to try to avoid the Germans figuring out you were Jewish at all. It required a organized effort, and lots of forged documents--if you mysteriously had no record of birth in the local church, the Nazis wouldn't just shrug and move on.

So in short, you'd have to decide way in advance to pass in Germany, and it'd be difficult to in Eastern Europe. In either case, the incentive to hide being Jewish wasn't immediately apparent, but the risks of it were.

The Nazis put a lot of human and machine power into searching out Jews by compiling a massive geneological database from a census, among other methods.

I recommend you read IBM and the Holocaust, which goes into much detail about how the Nazis made use of IBM Hollerith mechanical computers for their Jew hunt. It's a fascinating (and fastidiously sourced) book that really opened my eyes to the less-discussed mechanics of the Holocaust.

Please read 'IBM and the Holocaust' - as an accusatory novel, it's amazing because there is literally a manila folder for each and every paragraph in the entire book - with such a claim, it was important to prove beyond a shadow of a doubt that the claims are true.

The basic story is that using punchcard machine, comprehensive genealogical information was compiled from state and city records and local graveyards. Jews reported the horror that the nazi's showed up 'with lists' - they knew the names of the people they were looking for, their mother and father, and other information. All actively assisted by IBM under the name of the company in Germany.

Many had been assimilated from Jewry for over a generation - the germans sometimes knew about ancestry better than the person did, and tore people from otherwise entirely assimilated lives to ghettoize them - and it should be noted that European Jewry was a culture and society was assisted by the return to the fold, forcibly by an outside source, of all those trade professionals who hadn't considered their ties to any jewish nation to be particularly strong.

To piggyback onto this question, as an (admittedly fairly amateur) WWII historian, I've often wondered at the validity of the scene in Saving Private Ryan where Mellish is holding up his dog tags, with the Star of David emblem and saying "Juden!" to the passing German POWs. Was Nazi Germany's hatred/intolerance of the Jews widely known at this point in the war? I believe the scene takes place on or about D+3.

In the case of the Netherlands there was another problem: the civil registry, which (at that time) included the church affiliation and family-related information of individuals.
Hence this was an excellent source for the German occupation force to search and investigate Jews, forced labourers, resistance members, forged identities, etc.

One of the better known operations by a resistance-group in the Netherlands was the attempt in 1943 to destroy the civil registry of Amsterdam. Here's a machine translated article on the site of the resistance museum, but I'll summarise it here since the translated headline ("The attack on the Amsterdam population") gives an idea of it's accuracy ("population" should've been 'civil registry").

A resistance group (Het raad van verzet, translates to "The resistance council") in Amsterdam decided to blow up and burn the local civil registry and tried to do so on the 27th of March, 1943 after they sedated and dragged out the guards, since they didn't want to kill anyone. (The Dutch resistance in WWII is surprisingly non-violent compared to that of other nations, sticking mostly to hiding people being sought by the Nazis. The group being discussed here focused on ID forgery and hiding wanted people.)
The fire fighters were informed of the goals of this operation and were slow in starting to quench the fire (besides, "drowning" the registry during fire fighting was part of the plan). Unfortunately only 15% of the registry was destroyed in the end.

The article doesn't explain why the attack only partially succeeded, but if I recall correctly it was because the registry files were quite tightly packed. And fire needs three elements in order to exist: fuel (paper), heat (caused by explosives, since a poet in the group used to be a military engineering officer) and oxygen. Hence the high density of the files led to the failure to either catch fire or soak. Less than 5 of the 13+ involved in this attack survived the war. The majority was arrested within a week of the attack and executed some months later.

Most of my info is taken from Marion A. Kaplan's Between Dignity and Despair so while this won't be the most comprehensive answer I hope I can answer some of your concerns. This is mostly to do with Germany which, as gingerkid1234 hinted at, had a much more assimilated Jewish community. They spoke German, they acted German, there weren't so many markers to to differentiate jews from Germans until the segregation by the Nazi's began.

One thing that Kaplan's book points out that I think is of interest to you is that for German Jews in concentration camps there was a disproportionately high number of the elderly and women who were sent. That's because German Jews had a much slower de-intergration and so men would go abroad to find work and children would be sent away. Now, a lot of men actually did come back and Kaplan says that women were actually the ones more willing to leave their homeland. The reason why women ended up staying was because they were more easy to pass as German women working as housekeepers and other menial jobs where the bosses weren't so stringent in background checks. It helped that as German Jews were segregated and the propaganda ramped up, people began believing in the "How to Spot A Jewess" caricatures which would have been hilariously over exaggerated (big nose, demonic visage, etc). It wasn't hard to fit in when German Jews weren't so different in the first place.

That being said, by the time the war broke out and German Jews themselves were being sent these distinctions didn't seem to matter much. Authorities kind of just steamrolled in after that.

I suggest you take a look at the United States Holocaust Museum, they have a lot of online available sources. Like this account of a Polish Jew who passed,and another Polish girl who forgot she was Polish after faking it for so long until she moved to England.

A bit of a follow up question. Suppose I am a Jewish family, and I see the bad stuff coming... So I change my last name and it hide my yamaka. And I try to integrate.

Would my neighbor tell the state that I'm a Jew in hiding because I had them over for Passover one year and they know for a fact I'm Jewish?

Were the regular people snitches?

Also what would happen if the person had converted to Christianity prior to these events? Like say thirty years before hitler coming to power somebody converted

In addition to the other methods discussed about finding Jews through official records, the Gestapo also used other Jews to find hidden Jews during the holocaust.

Stella Kubler was a Jewish woman in Berlin during much of the war. The Gestapo arrested her and her parents and threatened to send them all to a camp if Stella didn't cooperate in helping to find other Jews in hiding. She used her own knowledge of the segregated Jewish community to find others. She ultimately turned over somewhere in the neighborhood of a thousand or two Jews.

There is a very good book about her called Stella written by a schoolmate of hers that escaped to the US. One of the most messed up stories that I read in grad school.

--she had a couple of other collaborators that helped her, but I have no idea how many the Nazis had on the payroll.

Despite the myriad bits of useful and interesting information in this thread, I just like to point out that I think you are simply underestimating the method and means available to the State at this point in history when it came to procurring information about their citizens. Though it indeed seems to have been the case, like gingerkid1234 mentioned, that the Jewish maltreatment was incremental and intitially didn't seem that radically different from previous incidents of violence against Jewish people. I do like to point out that it also wasn't that easy to hide your religion or identity because of how fairly advanced state bureacracy was. Case in point, a lot of Jews were able to escape the violence because they moved away before things escalated. Hiding in plain sight wasn't the most viable option for them. The state bureacracy combined with the Nazi methods of rewarding people who snitched on suspected Jews meant that it wasn't that feasible to simply blend in.

Though I'm not the biggest Foucault fan (I'm sorry, I'm just not), I think his theory of Biopolitics is a very interesting read when one tries to understand how the Holocaust came into play and how it was able to spread so readily.

If you want an excellent first-hand account of this I highly implore you to read Leon Wells' The Death Brigade. I find it shocking how little people know about this book. It's one of the most tragic yet compelling books I've ever read.

Remember in the book thief when they find that guy and he's taken because it shows that he's Jewish on his Bitrth certificate, well that's how.

I just finished BBC's 1974 production called The World At War in one of the 26 episodes they explained that at one of the death camps they kept women's hair. Why would they do that?