(Moderate spoiler alert)
Saw it last night and I found it a weird sort of experience. I fell asleep for a chunk of it (it's long and often quite boring), but also I was also strangely gripped while I was awake. I was glad that it ended the way it did; if you choose a fantasy route, you may as well go all the way. Mostly I just felt repulsed, but in a dazed, attentive sort of way.
In a way I think we're being tempted to indulge in sick fantasies and think it's OK because it's happening to Nazi's. At least that's how it tries to sell itself, but it's weirder than that.
Here's what Tyler Cowen said, which is interesting, but a little difficult to make out. Steve Sailer's take is longer, easier to understand and also interesting.