This list is designed as an overview and introduction to the rich history and legendry of the Nazi occult, rather than as a complete compendium.
Farrell, Joseph P., Reich of the Black Sun (Adventures Unlimited Press, Kempton, IL, 2005). Manages to combine Nazi paraphysics, alchemy, the Antarctic refuge, and UFOs into a barely unified field theory.
Goodrick-Clarke, Nicholas, The Occult Roots of Nazism (I.B. Tauris & Co, London, 2004). Oxford historian examines the solid historical record of German occult beliefs and societies, and their links with the Nazi Party.
Levenda, Peter, Unholy Alliance (Continuum, New York, 2002). New York occultist offers a freewheeling history of Nazi occultism, from the Ahnenerbe on down.
Pringle, Heather, The Master Plan (Hyperion Books, New York, 2006). Factual history of the Ahnenerbe; the first such work in English.
Stevens, Henry, Hitler’s Flying Saucers (Adventures Unlimited Press, Kempton, IL, 2002). Complete and credulous compendium of Nazi UFOs.
Captain Gravity and the Power of the Vril by Joshua Dysart and Sal Velluto. African-American Hollywood super-hero battles Nazi magicians!
Hellboy by Mike Mignola. Born of a failed Nazi ritual, Mignola’s hero battles Nazi occultists, Nazi war-apes, and other monsters.
Luftwaffe 1946 by Ted Nomura. This alternate-history comics series focuses on aerial combat and “Good German” angst, but features beautifully drawn experimental aircraft including those of Projekt Saucer.
GURPS WWII: Weird War II by Steve Jackson Games. Compendium of weirdness for tabletop role-playing games, encompassing not just the occult but alternate histories, conspiracies, giant monsters, superheroes, and unbuilt wonder-weapons.
Hard Vacuum by Fat Messiah Games. Tabletop wargame simulates battles against spacegoing Nazis.
Return to Castle Wolfenstein by Gray Matter Interactive. Sequel to the classic first-person shooter dials up the Nazi occultism to maximum.
Weird Wars: Weird War II by Pinnacle Entertainment. Tabletop role-playing sourcebook for a secret war against monsters, evil magicians, and killer robots on all fronts.
Fullmetal Alchemist the Movie: Conqueror of Shamballa (2005). The Thule Society stars as the villains of this anime extravaganza.
Invincible (2002). Werner Herzog directed this film about a Jewish strongman featuring Erik Jan Hanussen and the hot-house carnival atmosphere of Weimar.
Raiders of the Lost Ark (1981) and Indiana Jones and the Last Crusade (1989). Steven Spielberg and George Lucas mainstream and perfect the Nazi occult adventure subgenre in these two films.