Nazis did search for the Holy Grail like in Indiana Jones
In a recent exhibition in Bremen in Germany it was shown that Heinrich Himmler visited Spain in order to hunt for the Holy Grail. Himmler was a leading member of the Nazis as well as one of the founders of Ahnenerbe, an organization to research anthropological and cultural history of the Aryan race.
One of the goals of Ahnenerbe was to investigate ancient texts and recover important relics from all over the World. They organized expeditions in many different countries, including Spain. They believed that Gods were super-humans with amazing abilities and technological objects that could give them power and control.
One of those important relics was the Holy Grail and for that reason Himmler visited Montserrat in Spain because he believed that it was at the Montserrat Abbey near Barcelona. Himmler believed that finding the Grail would give the Nazis supernatural power and help Germany to win the War.
You can read more here.