There are a vast number of documents and files in various German archives and in collections abroad. The process of preparing for various trials of high-ranking Nazis ensured that many of these were located and preserved.

However, there are a lot of files which were either destroyed from the effects of war or deliberately by the Nazis in an attempt to hide what they had done and destroy the evidence of it. For example, we are missing a great deal of Gestapo case files due to the practice of deliberate destruction as the war ended its final stages; additionally, the Gestapo headquarters on Prinz-Albrecht Strasse was destroyed by allied bombing, so the thousands of highly important documents contained within were lost. There are however large archives of case-files in large cities such as Dusseldorf and Wurzburg, although all of the files from A-G in Wurzburg were deliberately destroyed. Indeed, given the vast amount of paperwork generated by the Nazi regime, there's probably dozens of boxes of documents sitting in archives across Germany that are yet to be discovered.

The German government have all surviving records from the Nazi era (called NS-Zeit). They can be found in the "Bundesarchiv", a name for a collection of archival centres scattered around Germany, each specializing in some part of the NS-Zeit archives. So generally, military records from eg. the Waffen-SS is placed in "Bundesarchiv Freiburg.

However, huge amounts of records were systematically destroyed at the end of the war usually to cover up the crimes of those involved. Other archives was bombed during the war.
Some was taken by the USSR, and despite various treaties, they never returned the files. Some of these records have been copied by the Yad Vashem in Israel, and can be found there. Others have been copied and given to the German Bundesarchiv. I am under the impression that it still is basically impossible for western researchers to do serious independent research in Russia these days; as a minimum they have to work through a Russian "research assistant", and some archives containing captured German records, simply are completely closed.

The western allies also seized German records, but have later returned them after copying them on Microfilm. This page gives an excellent overview of captured German documents that were copied by the US and UK after the war:

https://www.archives.gov/research/captured-german-records/foreign-records-seized.html

Some records were never produced in the first place, because they concerned state secrets like the various extermination programs for Jews and other "undesirables". And later in the war, the German administration system more or less collapsed because of allied bombings, the general lack of everything, and administrative personnel moved to combat units. Especially after D-Day there is a dramatic drop in the generation of records.

Some records from the NS-Zeit are kept in those countries were they were generated, so one can find SS material in eg. Prague generated by a SS-Wachbataillon stationed there. It seems only a fraction of such records have been copied and given to the German archives.

Finally, some records have later been stolen from the archives. Especially photographs are pilfered.

So the post-war West-German government have tried to preserve records from the NS-Zeit to the best of their ability. Not at least because such records played an important role in the post-war trials.