The diary of Anne Frank: the film was released in 1959, but it is based on the diary of a young jewish girl: Anne Frank. It relates her experience escaping from the Nazis hidding herself with her parents, sister and another familly in a fabric.
http://www.imdb.com/title/tt0052738/
Thin red line: it was written and filmed in 1998. It tells the story of the battle of Gualdacanal in 1942 during the WWII.http://www.imdb.com/title/tt0120863/
Saving private Ryan: as the one before, it is from 1998. It describes all the WWII, from 1939 till 1945.
http://www.filmaffinity.com/es/film824508.html
Life is beautiful: It tells the story of a Jewish man that marries a "pure" german woman and have a son, and tells how they deal to survive during the last year of the WWII in a concentration camp.
http://www.imdb.com/title/tt0118799/
The pianist: a film from 2002. It relates the life of a Polish pianist that spends years scaping from the Nazis, hidding himself in different abandomned houses.
http://www.rottentomatoes.com/m/pianist/
The boy in the striped pajamas: a film from 2008 based on a book with the same name. It tells the story of a German family, who have to move beside a concentration camp because of the father's work, who is a Nazi general. There the kid of the family meets a kid who is living in the concentration camp.
http://www.imdb.com/title/tt0914798/