Well, lets look at the numbers of Jewish people in Europe. In 1933 their were 9.5 million jews in Europe, and in 1945, that number had dropped to around 3 million. That is a insane amount of life lost, and to as why they didn't kill them all at once, it is not easy to get 9.5 million people to come together across borders, cultures and lifestyles. Add to that that these people did not want to be forced to move or die, and you see why they couldn't just throw them all in a pit or something.