The Damned is a 1969 Italian film. This scene portrays the so-called Nazi Night of the Long Knives. That night, Hitler gave order to massacre the critics of his internal opposition (SA), justifying his act as a crackdown on moral turpitude.
In fact, the leader of the SA was found in bed with a male soldier. This scene also portrays the reaction of Nazism to the increasing modernity, here symbolized by the sexual freedom of the soldiers. After you have seen this, any Lady GaGa efforts seems rubbish.