Werner Klemperer was actually Jewish. He only agreed to play Colonel Klink if he would never win and never outsmart anyone. He and his family fled Germany in the 1930's. His father, Otto, was also famous, a renowned conductor.
He served in the US Army during WWII. He actually was a talented musician as well as an actor.
Robert Clary is Jewish as well, and was imprisoned in a real concentration camp including Buchenwald. (I even heard a story once that HH producers put makeup over his number tattoo that the nazis put on him).
Ivan Dixon who played Kinch passed away in 2008. Kenny Washington, who played Kinch's replacement in the last season of HH, Richard Baker, is still living.
Ironically John Banner (Sergeant Schultz) who often played Nazis or at least German soldiers was also Jewish (many of his family members were killed by the Nazis).
I think the guy who played the general was Jewish as well.
Not to be picky, but Cynthia Lynn played Helga not Hilga. Hilga was played by Bob Cranes second wife Sigrid Valdis who's real name was Pat Olsen. When they married Olsen replaced Lynn on HH.
One of my favorite shows, I have them all on DVD.