I agree, it was funny, but the captions were not what they were saying.
The Third Reich bores deep into the souls of many people, and no, it is not at all humorous. And many remember...because their families had casualties... among them, Bohemians.
Yes, of course the captions don't match. That's the point.
The clip is taken from the movie "Downfall", which chronicles the events in Hitlers bunker at the end of WWII. It portrays the climactic moment in the movie in which Hitler is informed that the Russian army has nearly captured Berlin and the war is all but over.
The modified clip with the added (humorous) captions is one of dozens or hundreds on YouTube. Some are funnier than others. The first one I saw was "Hitler discovers that UCLA Bruins beat USC in cross town rivalry football game". Of course you need to understand the inside jokes.
From what I can tell, this little genre of YouTube videos is generally taken at their humorous face value by everyone. Well, not quite everyone. One person who is very unhappy about the whole thing is the actor who player Hitler in the movie. If you haven't seen it, you should. He does an absolutely outstanding job. Unfortunately, he does not enjoy the parodies at all. Sucks to be him.