“Eight Days in May,” a gripping, immaculately researched retelling of the Nazi Götterdämmerung, is the story of an intermission, a phase, as the German author Erich Kästner wrote in his diary, between the “no longer” and “not yet.” But during this intermission the action rarely paused. Written by Volker Ullrich, a German journalist and historian perhaps best known for his impressive two-volume biography of Hitler, this book is structured as the day-by-day chronicle implied by its title. That said, Mr. Ullrich also looks further backward and forward in time to add the context that a study confined to eight days alone could not provide.