BBC Radio's Hitler's Muslim Legions is an interesting introduction to the situation of Muslims and their neighbors in the Balkans during World War II. As in many BBC historical programs, I think it glosses over some of the faults of the British Empire, but this is the first program I'd heard about Muslims who trained in Nazi Germany's armed forces.
It's no longer available at the BBC web site, but you can use peer-to-peer technologies and download it using a BitTorrent client.