Did the Nazis have any crazy, sci-fi type ambitions?
While the Nazi lunar base fear was a passing fad in the mid 1940s, it was not taken very seriously and didn't find it's way into much of the sci fi entertainment of the time. From the 1930s through the 1950s, old time radio programs made extensive use of extending Earth enemies into space, whether through thinly veiled references or direct mentions. In actuality, prior to the moon landing, the planet Mars was sci-fi's primary fascination. Most sci-fi dealt with Mars and Martians in various ways that complied with what was known of current and past enemies.
While there were many mentions of Nazis, they were mostly portrayed as saboteurs or rivals for technology. As far as outer space went, sci fi and radio programming tended to lean heavily on the Soviets/Communists/Red Threat, as well as the hysteria over the threat of Atomic warfare, as in this 1956 episode of X Minus One: The Defenders based off the short story by Phillip K. Dick,
And quite often with ourselves as the bad guys.
In X Minus One: The Martian Death March the Martians are thinly veiled Native Americans on their own version of The Cherokee Trail of Tears. Complete with their own racial slur liberally thrown around.
Most radio shows of the time that featured Nazis were either the Spy/Secret agent genres or the horror/supernatural genres.
Somewhat. It's an exaggeration of what was called Wunderwaffe: http://en.wikipedia.org/wiki/Wunderwaffe
However, it literally means "wonder weapon", and even something like the V2 that largely worked but lacked refinement in precision could be put under this category. Notably, however, there was the Silbervogel, which was made to be a sub-orbital weapon: http://en.wikipedia.org/wiki/Silbervogel
This also wasn't limited to the Nazi's. The UK had Project Habakkuk (http://en.wikipedia.org/wiki/Project_Habakkuk), an attempt to make a ship out of a material called pykrete because of metal rationing. Howard Hughes also proposed the Spruce Goose, but it was not finished until after the war and was only able to make a brief proof of concept flight.
Overall though, as far as sci-fi type weapons, I would say much of that comes from places like Red Skull and Iron Sky, or Mobile Suit Gundam where you have a faction based of the Nazi's that has other notable miracle weapons. The Silbervogel may seem a little sci-fi-ish, but it wasn't a far cry from what Von Braun was already doing. The Spruce Goose was also an attempt to get what they already knew could work with different materials, and the short successful flight shows that it wasn't entirely crazy. I'd consider splitting atoms and getting a very large explosive reaction out of a few pounds of uranium to be much more in the realm of science fiction than something like the V2.