This documentary goes over the history of the Holocaust on film from 1940 up through today (2004). What I found most interesting is how they actually started with the presentation of Nazis on film, and not the Holocaust in particular. The point being that aside from "Great Dictator" and "Mortal Storm", many films of the war era were not at all critical of the Nazi regime... in fact, they were almost pleasant.
What I next found interesting was the reluctance to use he word "Jew" in a movie. Anne Frank was a Jewish girl who died in the Holocaust. Yet, apparently, the first film version of Frank's story goes out of the way not to mention why her family is being persecuted because they felt that non-Jews would not be able to identify with the events.
Interestingly, Steven Spielberg says that not many films have been made about the Holocaust. I would say that all depends on how you define "not many". There have been hundreds, starting with a slow trickle (5) in the 1940s and up to dozens a year since the 1970s...