Fiction? I quite enjoyed the "Bernie Gunther" series of detective novels, mostly set in the Third Reich, but also within the South American Nazi community of the post-war. Well written books, mostly in a hardboiled throwback style, and in my opinion, they mostly deal quite well with the unsavory aspects of the Third Reich, although I'm hesitant to say much more due to, you know, spoilers. But yeah, if you're looking for some fiction set in that period, I don't think you can do much better!