That quote is a matter of hearsay with no corroboration that it ever occurred. It was reported to have been said after the fact by another who claimed to have been in Hitler's presence, quoting him.
Here is one thing that Hitler is indeed known to have said:
"[In America] it is impossible to speak of original sovereignty in regard to the majority of the states. Many of them were not included in the federal complex until long after it had been established. The states that make up the American Union are mostly in the nature of territories, more or less, formed for technical administrative purposes, their boundaries having in many cases been fixed in the mapping office. Originally these states did not and could not possess sovereign rights of their own. Because it was the Union that created most of the so-called states." - Adolph Hitler, Mein Kampf volume II, 1926
Seems that Hitler's view of the union corresponds nicely with Lincoln's. Wonder why that is?