From http://news.bbc.co.uk/2/hi/uk_news/2701965.stm
Following Edward's accession, the German embassy in London sent a cable for the personal attention of Hitler himself. In part, it read: "An alliance between Germany and Britain is for him (the King) an urgent necessity."
Alan Lascelles, Edward's private secretary, gave his own harsh judgment of the situation. "The best thing that could happen to him would be for him to break his neck."
In October 1937, Edward and his wife - by now the Duke and Duchess of Windsor - visited Nazi Germany. They met Hitler, dined with his deputy, Rudolf Hess, and even visited a concentration camp. The camp's guard towers were explained away as meat stores for the inmates.