This is directed towards the Historians specialized on WW2. The first documentary I came across was the Greatest Story Never Told and it took me 4 episodes and a google search to realize I was watching Neo Nazi propaganda.
There are quite a few out there on everything from Hitler's rise to power to Himmler's fascination with Occultism and everything inbetween. So this will only touch the surface & I'll tag /u/Commiespaceinvader, /u/angelsil & /u/When_Ducks_Attack (unfortunately you can only tag 3 users in a comment otherwise I'd tag everyone in) as they've got a wide range of specialisations in the study of Nazism from Nazi Germany as a whole, the Holocaust & the role Jews played as well as WW2.
General documentaries:
"World War II in HD Colour" - Here's episodes 1-7, 9 & 12. Episode 8, 10, 11 & 13
"The Second World War in Colour" - found here
French documentary: "Apocalypse: The Second World War" found here
"The Nazi's: A Warning from History" can be found here
"Hitler: The Rise of Evil" - a docudrama
BBC's "History File: Nazi Germany": episode 1, episode 2, episode 3, episode 4 & episode 5.
Claude Lanzman's "Shoah" and like the other user mentioned The World at War.
The World at War (1974) is the best. It's a 26 episode series with many interviews from high-ranking officials on both sides of the conflict.