Gerald Fleming writes in Hitler and the Final Solution of Der Gerade Weg journalist Major Josef Hell. In 1922, Hell asked Hitler "What do you want to do to the Jews once you have full discretionary powers?" Hell goes on to say that:

[Hitler's] eyes no longer saw me but instead bore past me and off into empty space; his explanation grew increasingly voluble until he fell into a kind of paroxysm that ended with his shouting, as if to a whole public gathering:

'Once I really am in power, my first and foremost task will be the annihilation of the Jews. As soon as I have the power to do so, I will have gallows built in rows - at the Marienplatz in Munich, for example - as many as traffic allows. Then the Jews will be hanged indiscriminately, and they will remain hanging until they stink; they will hang there as long as the principles of hygiene permit. As soon as they have been untied, the next batch will be strung up, and so on down the line, until the last Jew in Munich has been exterminated. Other cities will follow suit, precisely in this fashion, until all Germany has been completely cleansed of Jews.'

This is a pretty strong early statement to show that Hitler clearly had intentions on the genocide of Germany's Jews long before the holocaust, and makes it hard to believe any claim that such a thing would have happened without his knowledge given that he was so-invested in it.

There's lots of other evidence, and I'm sure that others will be along with it very soon (testimonies at the Nuremberg Trials, extracts from Goebbels' diaries, reports on the success rates of death camps that were marked as having been seen by Hitler, transcripts of Hitler's speeches e.g. 30 January 1942 etc.). I think that the quote above is just a particularly interesting one because it shows quite how far-back Hitler felt quite so-passionately about the issue: Hell's interview with Hitler took place three years before the publication of Mein Kampf.

Many senior Nazis worked hard to destroy evidence of their war crimes towards the end of the war, and holocaust deniers often point at the lack of a single "final solution declaration" signed by Hitler, or something like it. But we don't need such a thing to prove beyond a shadow of a doubt that Hitler intended, ordered, and received reports on the success of his plan to exterminate the Jewish people of Germany and the occupied territories: he attempted to do what he'd always promised to do.

You have to keep in mind that the Holocaust is a process that went through several stages before culminating in the mass-gassings at Auschwitz and other camps.

While there is no explicit order for the Holocaust signed by Hitler, there is no doubt that he knew what was going on. Evidence for this comes from:

• Documents surrounding the war in Russia. The so-called Kommissarbefehl and the Kriegsverbrechererlass - one, the order to shoot all political comissars in the Soviet Union; the other, the order not to pursue war crimes charges against German soldiers in the Soviet Union - were instrumental to the Holocaust. They started the mass shootings of Soviet Jews in the summer of 1941 and were both signed by Jodl but Hitler initiatives.

• In July 1941, Göring tasked Heydrich with escalating the search for a solution to the Jewish problem. Göring had been tasked by Hitler to search for such a solution in 1938 and he in turn tasked Heydrich with it, once in 1939 to organize Jewish emigration, and once in 1941 to organize another solution, which amounted in killing Jews. Due to the structure of the Third Reich and due to the fact that in this process "the will of the Führer" is referenced several times, Hitler must have known.

• In August 1941 the head of the Gestapo, Heinrich Müller, tasked the leader of the Einsatzgruppen in the Soviet Union to report their killing operations to the Reichskanzlei, meaning the Einsatzgruppenreports most definitely crossed Hitler's desk.

• Goebbels' diaries: On December 13, 1941 Goebbels notes in his diary "Regarding the Jewish question, the Fuehrer is determined to clean the table. He prophesized that should the Jews once again bring about a world war, they would be annihilated. These were no empty words. The world war has come, therefore the annihilation of the Jews has to be its inevitable consequence." Further entries (such as the one on March 27, 1942) show that Goebbels did know about Jews being gassed. If Goebbels knew, Hitler knew.

• Post-war testimonies: Several post-war testimonies, including Adolf Eichmann, Rudolf Höss, and Odilo Globocnik confirmed that Hitler knew and ordered the Holocaust.

A more detailed argument could be made here but these are the most pertinent examples of evidence for Hitler's knowledge of the Holocaust. You can also comb through his Tischgespräche for more but that would overstep the bounds of this frame.

Sources:

• Ian Kershaw: The Nazi Dictatorship. Problems and Perspectives of Interpretation London, 1985.

• Christopher Browning: Fateful Months: Essays on the Emergence of the Final Solution, New York 1985.

• Richard Evans: Lying About Hitler: History, Holocaust, And The David Irving Trial, New York 2001.