The Nazis were brought to prison due to their 'vigilante work', General Ironwood personally interrogated each and everyone of the mysterious soldiers.

Richter Schindz' Interrogation

Ironwood: So... *pulls up a chair and sits* Who are you?

Richter: Richter Schindz, rank private, occupation Wehrmacht of Nazi Germany...

Ironwood looked at the soldiers strange attire as he had never seen a suit, or uniform quite like it. He also has never heard of this 'Nazi Germany' before

Ironwood: Why are you here?

Richter: I can't explain...

Ironwood: Alright... Maybe your comrades can hurl up a few words...

Adalard Schmidt's Interrogation

Adalard: I zee you are a high ranker of zis 'Atlesian Armed Forces'

Ironwood: What make you so certain?

Adalard: I am only a sergeant but I know ze high-ranking officer vhen I see him... *Nazi salute*

Ironwood: Ummm... *hesitantly mimicks the salute.*

Adalard: Are ve done vith ze talk?

Ironwood(In head): This guy gives me the creeps...

F/N's Interrogation

Ironwood: You seem like the leader of the group... And what's with the mask-thingy?

F/N: First! I am only ze staff-sergeant... Und second! I vear zis mask cause I vant too!

Ironwood: Excuse me? Staff-sergeant?

F/N: Hmmm, we come from zis other vurld so ve might have more ze ranks zan you do? *Covers gas-mask in attempt to cover up mistake*

Ironwood: Wait what!? You're saying that you and your buddies come from another realm?

F/N: Nien! Nien! Ve come from Vale or vhatever zis vurld is called! Ugh! Fine ja! Ve do come from another world...

Ironwood: Well then! Let's see what your 'leader' has to say about this 'ither world'

And finally! Y/N's Interrogation

Ironwood: Boy! We are not looking to hurt you or your minors but we just want some information about this other world you are from...

Y/N's Mind: Aw FICKEN!!! F/N must've let those loose lips of his give out our secret!

Y/N: *Bows his head in defeat* Fine! You vin... Ve come from a planet called 'Earth' Me and my fellow men fight fight for a nation called 'Nazi Germany'

Ironwood: And what exactly does your 'nation' fight for?

Y/N: Vurld domination...

Itonwood grimanced at the very mention of World Domination. He knew if any kingdom was to try to dominate all of Remnant they would go through a very hard time.

Ironwood: Who leads you?

Y/N: Mien Fuhrer... Adolf Hitler

Ironwood: What is your rank?

Y/N: I am Lieutenant Y/N of the Waffen SS...

Ironwood: And what does this mean? *points to Y/N's swastika armband*

Y/N: To be honest vith you I have no idea...

Ironwood: That is all for now...

*timeskip*

Atlesian Soldier: This technology is outstanding! These weapons are not powered by dust, yet they still have a significant effectiveness!

Atlesian Soldier #2: I want to keep this one if we kill the vigilantes! *Points to F/N's Panzerschreck*

Atlesian Soldier #3: I got dibs on the funny looking one! *Grabs Y/N's MG42*

Ironwood: Please be quiet. I am still deciding whether we should kill 'em or not.

Ozpin: Killing those men will not be needed old friend...