Yeah, I don't think it's any accident that one of Dumbledore's greatest accomplishments was against a dark wizard in 1945... I don't think there's any question that there are many similarities.
I don't think that both the mudbloods and the Muggles can be "the Jews" in part because I think that it's overstating it to say that the Death Eaters are kiling Muggles in any sort of systematic way. To me, the Muggles are more like the non-Jewish citizens of the occupied countries like France. They're not being treated badly in a systematic way, but they're clearly seen as something low -- things to be used however the master race wants.
As for the house elves and the goblins -- I think that they are like the conscript labor that the Germans took from other countries. They're not Jews and so they don't need to be rooted out. But they are fit only to be servants.
Obviously, Deathly Hallows isn't a direct analogy. You don't have death camps. The fact that there are all these different species makes direct analogy difficult, as does the fact that all of the Muggles don't even know that the magical world exists.
However, the basic idea of a master race that feels it is better than everyone else is clearly analogous. So too is the idea that the mudbloods are somehow impure and are ruining the master race's society -- that's actually the biggest/most important similarity to me. Hitler thought the Jews were ruining Germany because they were impure yet had power. That seems very close to what Voldemort and the Death Eaters think about the mudbloods.