The Holocaust, was a genocide during World War II in which Nazi Germany, aided by its collaborators, systematically murdered some six million European Jews, around two-thirds of the Jewish population of Europe, between 1941 and 1945.
On September 15 1935, the Nazis established the Nuremberg Laws, jewish families such as Eisenhardt's were persecuted. One of the family was beaten and forced to wear a sign saying that he had shamed a German woman, the family recommended leaving their hometown Nuremberg, but Jakob Eisenhardt went to Major Scharf, hoping to get immunity. After being left waiting for Scharf, Jakob saw him as he was leaving and a troupe of Nazis beat him for "making such a trouble" in Scharf's office and resisting arrest. After hours of beating, Major Scharf threw Jakob out of his office, stating that they would have killed him and that they were even. As things worsened in Germany, Jakob taught his family "fight back, and they'll stomp in your head" and insisted that they stay and learn to figure out the rules. 
In November 7, 1938, when Herschel Grynszpan assassinated the German attaché, Ernst vom Rath and the Nazis started to terrorize Jewish people in the Reichskristallnacht, they fled to Warsaw, Poland.
Later that year American news correspondent Keen Marlow was accused of being a spy and was incarcerated in the Strohn Concentration camp. There he met dying German scientist Professor Eric Schmitt. Schmitt had developed a variant of the Super-Soldier Serum and gave one of his last samples to Marlow, enhancing his body. Marlow then escaped from Strohn and became the costumed hero known as the Destroyer, and attacked the Nazis from within Germany.
When the Nazis started to deport ghetto inhabitants to Treblinka extermination camp in July 1942, Jakob and his family tried to escape. On their way to their hideout they were captured by Nazi soldiers and as they were executed, Jakob saved Max' life by pushing him out of the fire line without anyone's notice. Their corpses and Max were buried in a mass grave.
Dr. Raymond Koch of Project Nietzsche experimented on Jewish prisoners kept at the Schwarzebitte concentration camp during the Holocaust. In October 1942, Isaiah Bradley performed his first mission as Captain America at the Schwarzebitte concentration camp. He discovered the horrors at the site killing Doctor Koch with his bare hands.
Achilles of the Pantheon was sent to the camp of Dachau. When they tried to tattoo him, the needle broke revealing his superpowered heritage. Achilles, his wife and three children were gassed but being immortal he survived and was thrown into a mass grave with all the other victims.
In 1944, Mister Sinister worked along with geneticist Josef Mengele, earning the nickname "Nosferatu" from the captive children at Auschwitz. One of his characteristics was he liked to play a piece of Schubert. Due both to his pale visage (believed to be albinism), Sinister frightened even the Nazis, often giving children candy in exchange for their blood as a means of bribery. Young Max Eisenhardt witnessed Nosferatu's actions.
"Nosferatu" roamed the camp and picked people at random, looking for mutants for experimentation in his quest to catalyze the mutator gene. He could even pick those heading to the gas chambers, without interference of the guards who were terrified of him. Those he picked were never seen again, and it was believed by some that he was a hero, helping people to escape. Max Eisenhardt didn't trust him and, consequently, became a Sonderkommando to avoid selection. Cleaning out the furnaces of the crematoria, he discovered the bodies of his friends who had been picked, turned into monsters.
In 1945, Captain America witnessed the atrocities himself when he led a mission to liberate Diebenwald concentration camp. The camps commanding officer tried to hold young Anna Kapplebaum hostage, but Cap saved her life.