Here's a link to a clip from that documentary. I found it pretty interesting but couldn't find any hard evidence for the story.
A short answer: yes, some, sort of. It's one of those things that's hard to research because there is so much conspiracy nonsense surrounding it.
What is fact: "Scientific" racism and eugenics became popular in the late 19th/early 20th century along with spiritualism and other esoteric religions. A lot of esoteric cosmologies have a Nordic/Aryan superiority mythology. Helena Blavatsky, probably the most popular of the early 20th century esoteric figures, wrote about the root races. The main idea is that the Aryans were sullied by other races (it's a lot wackier than that but you can read it). Hitler and his ilk (along with a lot of prominent well-educated white people at the beginning of the 20th century) subscribed to these "progressive" ideas about eugenics, racism, and the need to conserve the races. A lot of people believed both in the spiritual/cosmological/occult aspect of the race myths as well as the scientific, "racial hygiene" aspect.
In Austria and Germany, Ariosophy was an occult and nationalist philosophy that drew on Germanic pagan roots. There are some tenuous connections to Himmler and other prominent Nazis to a Arisophy group called the Thule Society. The Thule Society added a more racist, ethic-cleansing aspect to Arisophy, using the preservation and revival of Germanic pagan traditions as a need to "purify" the peoples of Germany, and used the swastika and the oak as symbols. Nazi leaders, but not Hitler, definitely crossed paths with Thule Society people, and probably went to their parties, because it was fashionable.
Further reading: The Occult Roots of Nazism by Nicholas Goodrick-Clarke. He discusses Ariosophy, and the relationship between popular occultism and Nazism from a historical, not conspiratorial, perspective.