Not to discourage further contributions, because there is always more to say on any given topic, but this is a question that pops up fairly regularly here. In fact I'm quite surprised it doesn't feature in the FAQ as yet.

It features in lengthy discussions here and here, and perhaps these will help to answer your query.

I contributed a fairly detailed answer to a recent post regarding the pre-war German anthropological expedition to Tibet, which lies at the heart of many of the rumours you are interested in, a month or two back here.

With regard to specific "occult artefacts" that were supposedly of interest to the Nazis, the one most commonly encountered in the sensational literature is not the Ark of the Covenant (as the original Indiana Jones movie would have it) but the "spear of destiny" - supposed to have been the spear used by a Roman centurion to stab Christ while he was on the cross, control of which was often said to offer its owner world domination. This is a legend that, supposedly, goes back to the time of Charlemagne at least, and it is true that the Nazis gained control of the spear when they took over Austria in 1938 (the best-known, though certainly not the only, supposed relic of the "spear" was in the collection of a museum there). But there is no evidence at all that Hitler was aware of this or that he specifically ordered that the spear be secured.

A reliable debunking of this legend can be found on the excellent Bad Archaeology site, here. If you have access to the archive of the London Sunday Times, it published a detailed investigation into the spear and its history on 20 April 2003 which is well worth reading. Among other things, this article contributed a discussion of the dating of the Vienna spear which concluded that it is apparently early medieval Lombard in design, and hence most likely did not date back to the first century AD.