Although some might see it as quite a grim thing to do, we visited a German concentration camp. Both wife and I enjoy history, so it was a must for us. It was extremely emotional exhausting, but it was worth the visit to get a sense of the hostility of the Nazis. I cannot remember which one we visited, but know that it was en route from Munich to Vienna in Austria (and there was a stone quarry inside the camp).
You can visit
Dachau, which is close to Munich. I think it might have been
Mauthausen-Gusen, which is in Austria.