A couple of good films IMHO:
The Conspiracy - a BBC/HBO made for TV film, but then released on DVD
http://www.amazon.co.uk/exec/obidos/ASIN/B0000AZVHM/qid=1124054126/sr=2-1/ref=sr_2_11_1/026-4742413-1951601
It is almost all set within one room at the infamous Wanasee conference, where a number of Nazis, led by Heydrich (Kenneth Branagh) discuss the Final Solution.
The horrifying thing is that it is based on a surviving record of that meeting, and the discussions are like any modern business meeting. More concerned with efficiency and legal aspects than the fact they were planning on murdering millions of people.
Cross of Iron - the great James Coburn as Sgt Steiner
Unlike many war films of the time, the Germans are mostly portrayed as just ordinary soldiers trying to survive instead of Nazis.
I don’t know how accurate it is (I wasn’t there) and it’s a bit more a “film” than the semi-documentary style of Conspiracy, but it’s a belter none the less.
Regards
Fluffy