A very moving movie centered around the Holocaust is The Boy In the Striped Pajamas. I highly recommend it. Contraindicated for young children.
I've seen it and it is a very sobering, very tragic movie.
For the Holocaust from an adult perspective, I recommend The Pianist. Also very good (and from an adolescent perspective) is Fateless, a Hungarian movie.
Very good movie that didn't get a lot of acclaim. The story, writing and filming of the movie was top shelf.
I will always remember the Holocaust scenes from “War and Remembrance.”
Pretty graphic, considering it was a Made-for-TV series.