The Nazis Knew My Name By Magda Hellinger with Maya Lee and David Brewster Atria Books, 320 pages, $27 In his 1986 essay collection, “The Drowned and the Saved,” Auschwitz-Birkenau survivor Primo Levi famously discussed a “grey zone” of moral “ambiguity and compromise” during the Holocaust. Among its inhabitants, he suggested, were concentration camp prisoners whose status in the hierarchy provided some authority and agency. Their challenge was to remain in the good graces of the murderous SS guards and officials who controlled their fate. Magda Hellinger, a Slovakian Jewish kindergarten teacher imprisoned at Auschwitz-Birkenau when she was 26, seems...