Question:
In what way are we supposed to relate to the chassidei umos haolam during the holocaust such as Irena Sendler, Carl Lutz and the entire Denmark?
Answer:
The gemorah Sanhedrin (105a, Rambam Hilchos Teshuva 3-5) says that chadsiei umos haolam (righteous gentiles) have a part in the world to come. The Seforno (Shemos 19-5) says that they are cherished by G-d. We are also to have hakaros hatov to them, and praise them as we say, "v'gam charvona zachur latov".
Sources:
Megilas Eiva pg. 93 ftnt 4.