It somehow makes it more scary to see it in colour. It makes it clear that these things really happened. I have recently been reading Martin Gilbert's history of the Holocaust. It is hard to read, not because it is badly written but because it is so unremitting in its horrors. People were not just killed, which was bad enough, but were very often killed with great cruelty. And this happened over and over and over. Six million times throughout Europe.
In my mind it underlines the importance of being distrusting of demagogues and other populist political leaders. Germany too was originally a democracy - this is how Hitler came to power in 1933.
If you are interested in this era, watch the German TV movie Das Unergang - The Downfall. Its mostly about Hitler in his bunker but its also the story of his private secretary, a young woman who fell under his spell (not romantically) . Shows how seductive power is to those who are in its presence and how corrupting it cna be if not held in check.