The "Nazi" episode

[Christopher]

I'm certain there was a 1st season episode set in an America occupied by the Soviets, perhaps that's what you're thinking of.

That was the pilot.

 

[Greg Cox]

True Blood has done WWII flashbacks featuring Nazi werewolves.

 

[stoneroses]

Dad's Army
Allo' Allo'

 

[Australis]

^

 

[Mistral]

Well if you count neo-Nazis, pretty much every show in the history of television has done an episode. Greatest American Hero, Airwolf, MacGyver, Team Knight Rider, Superboy...

Fox News-oh, wait, that was a Republican presidential debate. My bad.

 

[The Borgified Corpse]

Red Dwarf also had Timeslides in which they visited Nazi Germany via mutated developing fluid which allowed them to step into photos.

[yt]http://www.youtube.com/watch?v=2VK3TvzXTUA[/yt]

Angel had one with flashbacks to WW2 and Spike and Angel on a U-boat, don't think BTVS did though.

"Why We Fight" was the Angel episode with Angel & Spike & a couple other vampires trapped on a U-boat during WWII.

Angel also did an episode called "Hero" introducing us to the Scourge, a group of demons obsessed with racial purity. Their uniforms were very Nazi.