One of Van Gogh's self portraits titled "Painter on His Way to Work" was in a museum in Berlin along with a Caravaggio (and many others, of course) that burned down in 1945. Courbet's "The Stone Breakers" was moved to a castle in Dresden for safe keeping and ended up getting destroyed along with over 100 other works.

Here is a database of works that were destroyed or lost during the war: http://maca.contentdm.oclc.org/cdm/search/collection/p132501coll33

There is also a database of looted art that still needs to be returned to the rightful owners. I can't find it right now but I will keep looking. Here it is! It's in German and French. http://www.errproject.org/jeudepaume/

Approximately 20% of Europe's art was destroyed during the Nazi plunder. The monument men, which were of course founded to protect European artwork from both Allied and Axis forces, did sieze over 700,000 pieces of art. Indeed, much of the stolen art was returned to the rightful owners, however we cannot estimate the exact number of individual art pieces burned or destroyed during WW2. Although somewhat related, there was news last November that over 1.6 billion euros worth of art stolen by the Nazi's was found hoarded in a German basement.