I'm now reading Blood and Banquets: A Berlin Social Diary by Bella Fromm.
I can't remember the last time a book made me FREAK OUT like this. It's the diary of a German Jewish writer and socialite from the 1920s up to her escape to America. It's absolutely mesmerizing and I highly recommend it.
The way she describes events, and the deterioration of her beloved Germany, the high society circles she moved in, her encounters with the highest ranking Nazis including Hitler (and how she regretted not having her revolver on her at the time, and making fun of him because he couldn't smell that she was a Jew), it's all chilling and gripping.
Her Wikipedia entry has some additional information. Apparently, there is some debate about the accuracy of her diary entries, but that it's generally considered an accurate primary document. You can decide for yourself. Do read it.