Yes, this exists. Nazisploitation (also called Nazi exploitation) is a subgenre of the Exploitation Film and Sexploitation film that centers around Nazis committing horrific sexual acts as overseers of prisons or camps during World War II. Most follow the women in prison formula, relocated to a death camp or Nazi brothel, with a particular focus on gore, sadomasochism, and degradation. The genre also found its way into Pulp Magazines.