The Nazis appear in the Season 3 episode Write 'Em Cowboy.
Nazis are a white supremacist group which originated in Germany during the rise of World War II, who under Hitler's dictatorship, sought economic recovery of their country due to the aftermath of World War 1 and started the Holocaust to exterminate inferior racial groups such as Jews and non-whites and invading neighboring countries such as France, Belgium, Netherlands and Poland. Despite the defeat of Nazi Germany In WW2, Nazism is still alive today. Which is how they showed up in Brickleberry. The Nazis were also far more successful at killing than their American "counterpart" the KKK.
After Denzel failed to get Steve keep a steady money-making career by singing country songs to homosexuals, Denzel then switched his audience to Neo-Nazis, again lying to Steve that they're just angry cancer patients. The Nazis loved Steve's song for Billy Black:
I'm so sorry Billy Black, people suck. It's not your fault Billy Black, people stink. Don't worry Billy Black, people are animals. I'd like to tie 'em to my pick up truck and drag 'em down the road.
They misinterpreted the song as a hate speech towards anyone of African origin and then saluted him as "Heil Steve!" and Steve responded "Hi, back to you!"
Campin' Ain't Easy Edit
When Brickleberry's camp for children re-started, Steve claimed he wanted to be a counselor again but Woody complains that he won't let Steve and tells Steve, regarding the minefield incident Steve did to his campers, "FUCKING DACHAU killed less campers than you!"