In the Yad Vashem Shoah Victims Database, there's the names of people whose birth/residences is in the U.S.
There's also American POWs who survived in the camps (https://www.jewishvirtuallibrary.org/jsource/Holocaust/berga.html)
Also, there's a book about a girl who got sent to Auschwitz after being suspected of being a spy (http://www.amazon.com/American-Auschwitz-Elsie-Ragusin-Azzinaro/dp/0977677745).
There's probably so much more sources. When I look at these names, it comes to show much the Holocaust covered.
I hope this helps.
Yes there were. Prisoners of war, captured pilots, mostly. But a few musicians, artists, and academics as well. I know at Sachsenhausen outside of Berlin you would have also found Brits, Scots, and Canadians as well.