Imagining the world's most ruthless police state pursuing the world's most nonexistent cabal amuses me. I am less amused by the thought of Himmler shooting a man who happens to be named Rothschild and then telling an elated Hitler that he executed an Elder of Zion. Did anything similar to these hypothetical situations actually happen?
Edit: I'm asking if the Nazis believed any of the Jews they killed were members of the sinister cabal of large-nosed financiers that supposedly ruled the world from the shadows. I suppose that by extension I'm wondering if the Nazis' paranoid delusions affected their diplomatic and military policies i.e. did they think negotiating with the American government was pointless because Jewish bankers were actually pulling the strings. Sorry that the question was unclear.
The Conspiracy theory, fed by the Czarist secret police forged "Protocols of the Elders of Sion" was that the Jewish bankers would control the economies of the west while Jewish bolcheviks controlled the communist revolution of the east.
The nazis believed that the Jewish Conspiracy ruled from the shadows - it was not numerous nor influential enough to rule directly, thus they worked through other means. In the deranged nazi thinking, removing the Jews removed their influence and would leave the world with a brighter future.
Note that the nazi ideology and actions regarding this was never consistent nor completely spelled out. Much of the nazi ideology comes either from their party program from 1920 (which remained unchanged), Hitler's Mein Kampf and Hitler's rambling monologues at various dinner parties which some devoted nazis noted down and interpreted as his will to execute.
As far as I know, the nazis did not bother as much with trying to find the conspirators or the "Elders of Zion" as much as just removing their supporters and means of influence - the Jewish people - by brutally murdering all of them.
http://en.wikipedia.org/wiki/Rothschild_banking_family_of_Austria They ransomed one of the Rothschilds because they were having major money issues and they ripped apart the Rothschild bank in Austria; the Rothschilds play very heavily into anti-semitic conspiracy theories of the time, so in that sense yes, but most escaped before it was too late. Otherwise they expropriated Jewish industry and banks all over Europe where ever they went. I'm sure if they could have done so in Britain and the US they would have.