They did know about the Holocaust before the war ended because a member of President Roosevelt's administration, a Jew, was lobbying the President to bomb Aushwitz and other concentration camps. The Air Force and RAF were originally planning to bomb the concentration camps, but the higher up's decided against it; the leaders knew they were going to hold a war crimes tribunal against the Nazi's, and their main evidence of atrocities would be the concentration camps, so if they were to hold an honest trial, they needed their main evidence to be intact. Which meant no bombing or strafing attacks unfortunately.
<span style=\'color:red\'>Remember, if you duck and cover, you'll be incinerated in a crappy pose</span> -The Anarchist Prince