Ed Week has an interesting piece on how instances of genocide throughout history are being covered more in our nation's classrooms. It's obviously a tough topic, whether you are discussing the Holocaust, Darfur or the Armenian genocide.  Teacher Ronald Levitsky explains:

You don’t want to horrify them, but you do want to reach their maturity level, and they can handle the concepts and the affect . . . That’s how you reach them—the affect.

I found this to be true when I taught eigth grade social studies.  I used the film Europa, Europa, which really resonated with my students, in part because the protagonist is an adolescent boy.

I would also recommend another movie about the Holocaust for more mature students, probably high school aged: Sophie Scholl: The Final Days. The main character is a college student, and I think teenagers would identify with her idealism and sense of purpose.  The film holds no surprises, but the quiet manner in which events unfold made a huge impression on me, someone who is far from her own college days.  Presenting young people who are heroic, even if they meet terrible ends, is important and probably is not done enough in this cynical age.