Hitler's Trains

Okay, so this joke is like saying, "Yeah, Hitler was bad, but hey, at least the trains were on time!" It's funny because it's so messed up to find something positive about a terrible dude like Hitler. The joke plays on the stereotype that Germans are efficient and punctual, even when being evil. Trains running on time is a small and ultimately unimportant detail compared to the horrific stuff Hitler did, which is why you are laughing because you are dumb.