Institutions don't share their data basis instantly at any new change.
Sometimes they share a batch of documents and after, each one add and work its way.
And I don't speak about copyrights..
Neither they put online all their documents.
As described by Freda, you will not find every data available in USHMM, Yad Vashem, Memorial de la Shoah in Paris or Bad Arolsen : it would be to easy !
So you must understand what each institution can deliver at best for you.
Conclusion : you must search these data basis one after the other and fill each "inquiry form" to be sure to get their full batch of documents according to your own searches.