Here are some thoughts on Vega's organization Shadaloo and its connection to the Nazis.
If you have anything to add send me a mail.
It's possible that Shadaloo is based on former Nazi capital or that the organization has other ties to the Nazis. I tend to think however, that the Japanese creators of the game didn't take everything too accurately and just wanted to show that Shadaloo is structured like the Nazi's NPD with Hitler as the leader on top.
Anyway let's start:
As you can see on the following image, Vega has symbols that were used by the Nazis, especially by the SS ("Schutzstaffel"), such as the skull symbol on the front of the hat. Sometimes the skull is also shown with a flash symbol on it, looking like the letters from the SS symbol.
In the SFZ series Vega wears the symbol as an emblem on his belt.
It can also be found in the logo of the Rock band KISS.
His military look in addition to the symbols might make you think of Hitler but don't forget that Vega is first of all based on Kato:
Kato has the dicator look, too and a pentagram shaped star symbol on his head, Vega had the same symbol on old artwork, later they replaced it with the skull. Ironic since the star looks like the communist star, the symbol of the Soviet Union and it's army in WW2, one of Hitler's main enemies.
On the following drawing of Vega from Street Fighter II The World Warriors you can see a picture on the wall that a bit like Adolf Hitler. I have no idea who else could be meant.
One of the most striking similarities is the salute introduced to Street Fighter with the Shadaloo version of Cammy in SFZ2 Gold.
You can also see the rest of Vega's dolls do it in SFZ3.
In the non canon anime movie Street Fighter II The Animated Movie there is a scene at the end, in which Chun-Li shows a newspaper to Guile with a report about the defeat of Shadaloo.
The picture is not sharp enough to read but sano has a book dedicated to Chun-Li entitled "The Magnificent World Of Chun-Li" showing a larger version of the image. He posted this in the Shoryuken.com Forums:
In the book entitled "The Magnificent World of Chun-Li" they show her from the SF2 Animated Movie where she held the New York Times paper up at Guile towards the end of the Movie and you can actually read the article and obviously it's in English! Sadly though some of the text is blocked off by Chun-Li's hands holding up the paper, but I'll put down what I can. Wherever you see brackets like [this] that means that it's stuff I'm adding so it can read better. '....' will mean either the article cuts off at this point since you can only see half of the paper she's holding up or it would just sound like to much gibberish if I put down the few words you can see, but I'll explain along the way.
And yeah, none of this will obviously be official considering it's source is from the Anime but it's a good read.
JOINT U.S. MILITARY / INTERPOL OPERATION DESTROYS SHADOWLAW
By Keith G. Friedman Jr.
[TH]AILAND - A joint force [of the Un]ited States military [and In]terpol personnel [succe]sfully attacked and [des]troyed the headquarters [of] Shadowlaw, a secret [organi]zation deeply invol[ved in]the trading of il[legal weap]ons and drugs.
(Chun-Li's fingers block out most of the next paragraph, so the third paragraph goes like this - )
In an exclusive interview this newspaper, Interpol special investigator John Hampson said that "With... ( This is where the article cuts off, but then it starts again at the top.)
...Shadowlaw, transferred the special secret research capabilities of the Nazi regime to Southeast Asia just before the end of World War II and expanded its powerbase by clandestinely manufacturing weapons for exports.
Through the use of a mainframe computer and their own dedicated communications satellite, this hi-tech organization has a simplified structure. Its leader, Vega, was almost dictatorial. While it was almost efficient, this also facilitated the destroying of the infrastructure. We are now investigating the relationship between Vega and the Nazis. In conclusion, it would be extremely difficult for a large organization... (The rest of the article is cut off. Next Article -)
The Aesthtics of the Devilistic Ideology symbolized by Vega
By James Tokairin
(From sano - The above name is an inside joke. Shinichi Tokairan was the Action Director for the SF2 Animated Movie. He also worked on SF2V later on.)
The characteristic of Shadowlaw's crimes is the total dedication of its paramilitary followers to its Devil worship.
Shadowlaw's leader [Ve]ga believes that true strength re[sides in] the spirit of wic[kedness.] Everything Shadowlaw does is based on the aesthetics of this Devil [wo]rship. In the cours[e of] Mankind, many dic[tators] met with the same [outcome] and fate as Veg[a and disap]peared.
The last paragraph got cut off.
from sano - Then there are two articles. One reads "Vallone Will Resist Giuliani Plan." Former NY D.A. and mayor Gulliani (I'm not sure if he was Mayor or D.A. during this Movie) name's mispelled here, but most of the time stuff like this is mispelled on purpose. I think Vallone's name is spelled right, I forget who he was though. The next article reads "In Message Cuomo..." Cuomo is spelled right, he was a former NY Mayor years ago. And the Newspaper is not given a date of any sort.