For non-fiction, I'd add The Hell of Treblinka, by Vassily Grossman, a Red Army journalist who was one of the first to enter the death camp. One of the hardest things i've read.
"It is the writer's duty to tell the terrible truth, and it is a reader's civic duty to learn this truth. To turn away, to close one's eyes and walk past is to insult the memory of those who have perished."
Seconded; Life and Fate is a wonderful novel, and the only viable literary response to the Holocaust that I've read. Grossman's Writer at War is also excellent, and IMHO mandatory for anyone interested in WWII. His chapter on The Hell of Treblinka is without parallel.