You may enjoy this read, http://www.ushmm.org/wlc/en/article.php?ModuleId=10005207

It gives a good overview of German culture under Nazi rule. The long and the short of it was, all of Nazi culture revolved around the idealization of the Aryan people.

I would compare this to the Renaissance where incredible amounts of focus were put into Greco-Roman Art, Music, Drama and culture. Only substitute that for this idea of the Superhuman race that was meant to rule over all of Europe as was their ancestral right.

The jokes I found were surprisingly light hearted, there were apparently quite a number about the fuher himself. And despite what you may think, this was hardly taboo but rather a release of pent up public dissent. In summary, Nazi Germany had a fairly liberal sense of humor.

Here's an example

"The true Aryan is as blond as Hitler, as slim as Göring and as tall as Goebbels."