Here is a link to a related question, "Did Hitler ever personally harm or kill anyone", with a good answer from /u/124876720.
All in all, the answer to this question is no. Aside from some recollections suggesting that Hitler might have been present at the arrest and execution of a member of the SA in 1934 (though still unclear about if he actually witnessed it), recent research by Harald Sandner, who complied a chronology of where Hitler was and what he did for every day of his rule after 25 years research (that poor man), indicates that he was never present at the sight of a mass or other atrocity.
This of course beggars one clarification and one question.
Let me make abundantly clear that despite what Holocaust deniers like David Irving and others write, Hitler ordered mass-atrocities and was aware of what happened in the course of his orders being fulfilled.
Hitler gave the order for the T4 program to kill handicapped and mentally ill Germans in 1939 and via the documentation left by Phlipp Bouhler, who was at the Chancellery of the Führer, it is clear that he knew about the extent and methods of the T4 program.
Similarly, prior to the invasion of the Soviet Union, on March 30 1941, Hitler assembles his top generals in tells them in no uncertain terms that the war against the Soviet Union will be a "war of annihilation". Around the same time Hitler meets with Himmler and they draw up a new plan for the Einsatzgruppen. So while the Wehrmacht designs the Commissar's Order - an order mandating that all Political Commissars should be transferred to the Einsatzgruppen (in practice this also included Jews) - and the Barbarossa decree - no member of the German military apparatus can be held responsible for war crimes committed in the Soviet Union -, the Einsatzgruppen become a new mandate: Since all Jews are inevitably in league with Communism, the Einsatzgruppen's task is to seek out and shoot all the male Jews in the Soviet Union. During the summer, their policy escalated to include all Jews in the Soviet Union. And they Einsatzgruppen made regular reports, which as indicated by being stamped that they crossed the desk of Adolf Hitler, were read by Hitler himself. The reports can be read here and include passages such as
Sonderkommando 4a in collaboration with Einsatzgruppe HQ and two Kommandos of police regiment South, executed 33,771 Jews in Kiev on September 29 and 30, 1941.
[From Report 101 concerning the Babi Yar massacre]
Furthermore, Hitler received regular updates on the killing programs from Himmler as indicated by several notes Himmler made in his official diary, such as the note of December 18, 1941, which stated "Jewish Question. | Exterminate as Partisans". and in the form of various reports such as the infamous Korherr Report, compiled in 1943 and detailing the number of Jews murdered in the Operation Reinhard Camps. Again, we know by documents surrounding the Korherr report that Himmler gave it to Hitler.
Also, Goebbels references Hitler's knowledge in his diaries:
February 14, 1942: The Führer once again expressed his determination to clean up the Jews in Europe pitilessly. There must be no squeamish sentimentalism about it. The Jews have deserved the catastrophe that has now overtaken them. Their destruction will go hand in hand with the destruction of our enemies. We must hasten this process with cold ruthlessness.
and
March 27, 1942: A judgment is being visited upon the Jews that, while barbaric, is fully deserved by them. The prophecy which the Führer made about them for having brought on a new world war is beginning to come true in a most terrible manner. One must not be sentimental in these matters. If we did not fight the Jews, they would destroy us. It's a life-and-death struggle between the Aryan race and the Jewish bacillus.
These are only a few examples and a fuller treatment of the question can be found in this document prepared by Peter Longerich for the Irving v. Lipstadt trial but again, it must be emphasized that Hilter knew about and was responsible for the Holocaust and other mass atrocities, even though he didn't witness them personally.
The question that arises from the above is: Why would he witness / want to witness any of the atrocities he ordered? I go into this a bit in my answer on Hitler visiting a Concentration Camp, which has been linked in this thread already but the gist of it is that according to all historical indications, there would have been little reason for him to do so.
First of all, it is imperative to realize that the latest by the time, the Nazis take over power in Germany, Hitler, in everything he does, projects the image of the Führer. As Ian Kershaw writes in his introduction to his Hitler Biography, the Führer is a role that Hitler plays and that is so inseparable from everything he does that there is no "non-Führer" Hitler anymore to explore historically because even when he is at the Berghof or wherever else he goes for recreation, he still projects the role for his entourage.
Within this framework, visiting a mass atrocity site like an Einsatzgruppen shooting or a concentration camp makes little sense because there is little political gain in it. There is no public in a certain sense to impress, no publicity to be made and as mentioned in the linked answer a potential reading of such an act as an endorsement for a certain political faction within the framework of the Third Reich; something Hitler was often keen to avoid.
Secondly, he did have a guy for that: Himmler, who inspected various Camps and was present at at least one mass shooting of an Einsatzgruppe. Being busy with military planning etc., why do it yourself if there is nothing to be gained from it politically and you have a guy for that.
And thirdly, it doesn't fit with the Nazi attitude towards the Holocaust, or at least the attitude the leadership liked to project towards their subordinates. In a speech made in Posen on October 4, 1943, in front of 92 SS-officers Himmler sums up this attitude towards the Holocaust and the extermination of the Jews:
Most of you here know what it means when 100 corpses lie next to each other, when there are 500 or when there are 1,000. To have endured this and at the same time to have remained a decent person — with exceptions due to human weaknesses — has made us tough, and is a glorious chapter that has not and will not be spoken of. Because we know how difficult it would be for us if we still had Jews as secret saboteurs, agitators and rabble-rousers in every city, what with the bombings, with the burden and with the hardships of the war. If the Jews were still part of the German nation, we would most likely arrive now at the state we were at in 1916 and 17.
This passage is important because it shows that while the Nazi leadership certainly understood the murder of the European Jews as not only necessary but even "glorious", they also acknowledged that it was unpleasant to do. And while the SS-officer, the German, was according to Himmler able to do what was necessary, they still remained a "decent person" despite the unpleasantness of such a task.
By any indication, this view was shared by Hitler: The Holocaust, the "final solution" as an essentially necessary task that would be a glorious chapter of German history but one that was even more glorious because it was done out of necessity despite its unpleasantness. And why witness said unpleasantness if it could be avoided.
So, in the end, by all historical indication there was no reason for Hitler to witness first hand, what his orders wrought. he was informed that everything was going along as planned and while seen as "necessary", he also acknowledged the "unpleasantness" of the task. In this sense, visiting such a site would make little sense and reap little benefit in the way Hitler thought about politics etc.
Another related question: "Did Hitler ever witness the horrors of a concentration camp?"
Hi, folks.
So, there's a report on this thread which says:
"1: enough nazi questions. Seriously, make a separate subreddit just for them."
Frankly, yeah, the mod team and the flaired community are all pretty much sick to death of Hitler questions (my new-queue about half an hour ago here ), and /r/AskAboutHitler does exist (It's a joke subreddit).
More importantly, Hitler / WWII / Tiger Tank / whatever questions are still allowed, and all our normal expectations for quality and comprehensiveness apply. Disallowing questions because we've seen them very frequently isn't a particularly useful approach; it's not a questioner's fault that they're asking something which is clearly popular, particularly here on Reddit. Would we prefer they look at the FAQ first? Sure. And people in this thread are doing the right thing by linking to previous answers on this topic. But stifling well-intentioned questions because we're sick of answering them isn't the right way forward. That's the sparknotes on why /r/AskHistorians has never implemented a Moratorium policy like you can find on /r/BadHistory.
Thanks for your time, boys and girls.