I watched a series on the Nuremberg Trials and it seemed to me as if they were implying that many in the leadership didn't know or at least pretended not to. Was it just the top leadership? Did most leadership know? Did all SS soldiers know?
I'm assuming you are referring to first hand knowledge, i.e. either by directly witnessing or having access to relevant documents pertaining to the Holocaust. You can make inferences from several facts to conclude that it was known by many people in leadership positions:
A) The Wannsee conference was attended by representatives of the SS, RSHA and GESTAPO, the NSDAP Chancellery, the Reich Ministry for the Occupied Territories, The General Government, the Reich Ministry of Justice, the Reich Interior Ministry, the Reich Chancellery and the Reich Foreign ministry and the Office of the Plenipotentiary for the Four Year Plan (, which was Göring's).
So in each of these institutions it is fair to assume that at least the top level administrators and some people in mid level positions knew. To add to that you have to assume that some people in the Reich Ministry for Finance knew as they were the main administrators concerning the substantial amounts of money and gold taken from Jews before and after they died.
B) Quite frequently the Einsatzgruppen operating in Eastern Europe, especially the Soviet Union, and tasked with mass shootings asked for support by regular soldiers of the Wehrmacht. This could not have been done without the knowledge of military leadership. Also, given that the occupied territory in the East closest to the front-lines was directly administered by the military the Einsatzgruppen couldn't have operated there without knowledge from the regional military command.
The SS is a bit more complicated as the organization grew substantially throughout the war and was in part used as combat military (Waffen-SS) on the front-lines. So if you were recruited into this branch at the end of the war and fought in the West for example, chances were you wouldn't have had first hand experience of or come into possession of documents pertaining to the Holocaust.