Hitler began arresting political prisoners as soon as he gained power in 1933. Concentration camps were set up immediately and held about 25,000 political prisoners by 1939. They expanded rapidly after 1939. How Hollywood depicted, treated and dealt with Hitler, Nazism, and the totalitarian German state in the 1930s is a matter of some contention among historians. This is partly because the relations of the studios to Germany were multi-faceted and influenced (restricted severely) by both the Production Code and business considerations. Moguls also had different views about Hitler in real time and reacted to German laws in different ways. Furthermore, it takes time, usually some years (5-15 years, say) before knowledge of a foreign situation becomes accurately known and also widespread among the domestic public. In the meantime, movies predicated on a knowledgeable view may not sell and cannot be financed.
From what I can tell, it's fair to say that not until 1939-1940 did Hollywood begin to produce movies that fully or generally or in a widespread way depicted persecution in Germany against targeted groups and/or had an anti-Nazi orientation. Some examination of earlier Hollywood movies may produce some allusions or specific references, but without there being a focused trend or tendency. (British movies are another set to examine.) "Confessions of a Nazi Spy" (1939) was an early such entry, and it was about Nazi spies in America. "But enforcers of the Production Code took issue with the film. 'To represent Hitler only as a screaming madman and a bloodless persecutor and nothing else,' said Code official Karl Lischka, 'is manifestly unfair to his phenomenal public career, his unchallenged political and social achievements, and his position as head of the most important continental European power.'" "The Mortal Storm" arrived in June of 1940; it was anti-Nazi but didn't mention the word Jew. 20th Century Fox released "The Man I Married" in August of 1940. "Escape" was released on November 1, 1940. This brought up concentration camps for political prisoners and again made no mention of other persecuted groups. Nevertheless, in the context of Hollywood's reluctance to introduce anti-Nazi elements in films between 1933 and 1939, this is a relatively early and quite strong movie.
"Escape" is a well-made movie, offering solid performances and suspense, combining melodramatic entertainment with then-current realities to make a good story. Among other things, it contrasts the individual rights orientation of Americans and the hero, Robert Taylor, with the State's predominance in the Nazi view. Taylor's rather brash, naive and straightforward attitudes, which are reasonable facsimiles of Americans in general, clash with the Nazi reality, police power and bureaucracy. Taylor's mother, Nazimova, is an innocent actress whose "crime" has been helping targeted individuals, presumably Jews. Held under harsh conditions in a concentration camp for political prisoners, she is to be executed. Taylor himself will be "dealt with" unless he stops interfering. This is all strong anti-Nazi material.
"Escape" does a very good job of showing how ordinary people in Germany whose sympathies were not Nazi were afraid to and could not display outright resistance without increasing the chances of their being arrested and placed in a concentration camp. The aristocratic character played by Norma Shearer has a relationship with a General, Conrad Veidt. Her complex attitudes toward Nazis, Germany, and her home also enrich the picture by touching upon upper class and military accommodation to the Nazi government.
In terms of relating to film noir, at least domestically-made noir, it seems that a breath or current or wind of change was coming upon films at this time, making itself felt and seen. It is as if films woke up to depict reality with the gloves off and veils removed. Its full force would soon be apparent, as in "Citizen Kane" (released September 5, 1941). It shows though in "Stranger on the Third Floor" (August 16, 1940), "The Maltese Falcon" (October 3, 1941) and in "I Wake Up Screaming" (October 31, 1941). It is a non-sentimental wind of directness. It reduces glossy and sugary romanticism. At the same time, it opens doors to the unconscious and the mysterious.