There was a good documentary on "Hitler's search for the Holy Grail" on Channel 4 here, though it overstates the case somewhat. Here's a write-up http://www.wsws.org/articles/1999/sep1999/nazi-s23.shtml
Jonathan Meades did a pretty good doc on Nazi aesthetics, too, for BBC2: "Using Berlin as his starting point, writer and presenter Jonathan Meades goes in search of the architectural relics of the genocidal Third Reich, which was steeped in mysticism and pagan death cults. These include a model village for SS Doctors, Himmler's Castle at a crossing of ley lines and a seaside utopia for 20,000 of the master race." http://www.bbc.co.uk/bbctwo/listings/programme.shtml?day=thursda&service_id=4224&filename=20060503/20060503_2320_4224_63798_40