The Holocaust Memorial Book Collection includes a few early personal narratives (late 1940s); narrow down the search results by subject and year: Holocaust, Jewish (1939-1945).
ASU Collection also has a few films on that topic.
ASU Rare Books and Manuscripts
Gerda Weissmann and Kurt Klein Papers, 1940s-2012 (MSS-347): TThis collection consists primarily of drafts, reader correspondence, and other materials documenting Gerda Klein's All But My Life (1957). Many of the letters from readers were written by junior high and high school students who read the memoir as part of their classes. Also included are personal correspondence, biographical information, items documenting Gerda and Kurt Klein's speaking engagements, and materials showing One Survivor Remembers (a documentary about Gerda Klein's life) and other of Klein's published works.
Greenwald, Nicholas Oral History: In this oral history, Nicholas Greenwald discusses his life as a Hungarian Jew during World War II. He begins his account with a description of a typical trip to a concentration camp, recalls that his parents were killed on arrival in Auschwitz, and mentions that he was in an unidentified forced labor camp in Budapest from 1940 until October 28, 1944. The bulk of the narrative focuses on Greenwald's experiences after the prisoners were evacuated from Budapest due to advancing Allied troops and ends with his emigration to the United States in February of 1948