I just finished Band of Brothers and the scene where they liberated the camps was quite moving, but I was surprised when the soldiers seemed to be oblivious to the Jewish persecution during the war.
Educated soldiers who read Mein Kampf would have known of Hitler's views of minority groups but was it well known that this was happening by the common soldier?
Allied soldiers, the drafted man
more than likely knew absolutely nothing.
However, high ranking officers and political leaders knew about the holocaust several years before the invasion of Normandy.
(http://www.dailymail.co.uk/news/article-4421532/Files-reveal-Allied-forces-knew-Holocaust-YEARS.html)
The Japanese, although not allied, knew what was going on back in 1940. (http://m.jpost.com/Israel-News/Israel-honors-Japans-Schindler-who-saved-thousands-of-Jews-in-WWII-456199)
With German and the USSR being allies until June of 1941 and Auschwitz being built in 1940 it would be hard to argue Stalin did not what was going to happen, however I do not think he would've thought about the complexity of the genocide considering he just starved 10 million people in Ukraine.