Stanley Milgram (1933 - 1984) was a Social Psychologist who is most well-known for conducting a series of controversial experiments on Obedience to Authority Figures, called the Milgram Experiment. The study found that a big majority of the participants were willing to obey an authority figure even when they were being instructed to do something that they believed was morally wrong.
The study was composed of an experimenter, a learner (who was an accomplice), and a teacher (the participant). The "teacher" was instructed by the experimenter to deliver increasingly stronger electric shocks whenever the learner gave a wrong response. After several wrong answers and voltage increases, the "learner" would start to bang on the wall that separated him from the "teacher", scream, and generally make it clear that he was in pain. After several more shocks, the learner ceased responding.
Milgrim found that, even though most participants didn't want to continue delivering the shocks, they would do it as long as the researcher kept telling them to do so.
Milgram concluded that people's obedience may be explained by the Agentic State Theory, which states that people see themselves as mere instruments for implementing the wishes of a higher authority, and can therefore not be held liable for their actions, since they are "just doing their job." Milgram believed that this explains how soldiers were able to act as they did during the Holocaust.