I just found a book on the flee market of jokes about the party and the german leaders that where told during the Nazi-era. It's called "Der Flüsterwitz im Dritten Reich" which about means "the whispered joke in the third reich". Whispered as you could only tell them to your friends after making sure noones around as many people telling jokes like these ended up in prison.
I don't know if it's true but my father once told me that Goering always was told the latest jokes about himself by his driver and found them rather amusing. Except the ones where he's referred to as Meier after saying "If any british planes will ever reach berlin my name will be Meier". He was the most joked-at leader in this time and in the book.
Another person, except Hitler, that is laughed about most is Goebbels about his womanizing tendencies.
It's just a pitty that most jokes can't really be translated into English, all the "Heil" jokes for example, as "heilen" also means to cure somebody from a sickness. There's loads of good ones bout that, p.e.
"2 Irrenärzte treffen sich, sagt der eine: Heil Hitler! Darauf der andere: Heil du ihn doch!" would mean "2 mad-doctors meet, one says: Heil
Hitler! wheron the other says: Heil (cure) him yourself!"
here's three of the jokes, I hope the'yre still funny after I translated them into english

1.) (my favourite)
Adolf Hitler besucht die Staatskrankenanstalt Friedrichsberg, die früher die Bezeichnung Irrenanstalt trug. Die Patienten sind im geschlossenen Block aufgestellt und begrüßen ihren Führer infole langer Instruktion sehr hübsch mit dem Deutschen Gruß. Adolf sieht jedoch, dass sich einige Arme nicht zum Gruß erheben. Befremdet fragt er: "Warum grüßen Sie denn nicht?" Worauf ihm geantwortet wird: "Mein Führer, wir sind doch nicht verrückt, wir sind die Wärter!"
Adolf Hitler visits the home for people with mental disabilities in Friedrichsberg. The Patients are lined up and greet their Führer, after lng training and instructions, with the Deutsche Gruß. Hitlers very pleased but then he noticed that some of the people don't rise their arms to greet him. Confused he asks them: "Why don't you greet me?" Wheron the say: "But Führer, we're not crazy, we're the caretakers!"
2.) Was ist paradox?
Wenn ein Österreicher mit italienischem Gruß und amerikanischer Uniform deutscher Reichskanzler wird.
What's a paradoxon?
If an Austrian with an italian salut and american uniform becomes german chancellor.
3.) From the last days of the war:
Berlin ist eine Stadt der Warenhäuser denn da waren Häuser.
Berlin is a city of warehouses because there were houses.