The political party, Nazi, itself is capitalized. But if one is "a nazi" it is not.
And thus concludes your grammar lesson of the day.
You smell that? Do you smell that? ...Napalm, son. Nothing else in the world smells like that. I love the smell of napalm in the morning. You know, one time we had a hill bombed for twelve hours. When it was all over I walked up. We didn't find one of 'em, not one stinkin' dink body. The smell, you know that gasoline smell, the whole hill. Smelled like... victory.