The Thule Society was a highly secretive group of Pureblood German Witches and Wizards that formed in the aftermath of the First World War. It advocated staunch Pureblood Supremacy. Originally much less strict with their policy of secrecy, the Society was driven underground in the turmoil of the early 1930's, and, espousing some of the tenants of the Muggle National Socialist Party(though these aspects were changed to accommodate Pureblood supremacy), burrowed deep within the Nazi regime.
The members of the Society became influential figures within the Third Reich, and even began to influence its actions. As the Society became more and more powerful, they helped to spark the Second World War and eventually the Final Solution. In the German death camps not only was the Pureblood-centric Society able to dispose of millions of undesired Muggles, they also managed to slaughter hundreds of Muggle-born and Half-blood Wizards and Witches. They also placed numerous Nazi officials, even including Adolf Hitler, under the Imperious Curse to ensure that they did the Society's bidding.
However, the Wizarding community in continental Europe was soon ripped apart by the Global Wizarding War. The Society, who strongly disliked Grindelwald, had previously managed to suppress his movement, but by 1940 he had become too powerful, and was now wreaking havoc on Europe. This caused many low-level members of the Thule Society to desert in favor of high-ranking positions in Grindelwald's army, and further weakened the organization.
By 1945 German Führer Adolf Hitler, who had already broken free from the Imperius Curse multiple times and plunged the Reich into conflicts that the Society had not wanted(such as Operation Barbarossa), had completely thrown off the Curse. Because of this constant addling with his mind, Hitler was thoroughly deranged and proceeded to make a string of fatal mistakes before Society members could curse him again. As the Reich's enemies closed in from all sides, numerous members of the Thule Society began to flee Germany for remote countries such as Argentina, where the International Confederation of Wizards(who were closely monitoring the Muggle World War and had begun to suspect that Dark Wizards were behind it) would have trouble finding them.
In Adolf Hitler's final, paranoid days, he marked a large number of his subordinates as traitors, and as such several unsuspecting Thule Society members were arrested(though most got away unscathed with the help of magic). The Führer's suicide spelled the end for the Society, as Karl Dönitz, his successor, was out of the reach of any of its' members. Those who had not already tried to flee, but most were caught by bands of Aurors who were now roaming Germany in search of Thule Society members. (The International Confederation of Wizards had discovered the existance of the Society by using Veritaserum on a captured ex-member.)
From 1946 to 1950 captured members of the Society were tried by Wizarding tribunals; many of them were imprisoned, either in Nurmengard or Azkaban, and several dozen were subjected to the Dementor's Kiss. For the next several decades squads of Aurors searched the far reaches of South America for members of the Thule Society who were in hiding, but the rarely succeeded in finding, much less capturing, any ex-members.
Most of the remaining members were recruited by Ruprecht Totenkopf to find the legendary island of Thule, the supposed birthplace of Wizards. However, in the subsequent Crusade for Thule, the vast majority were killed, either by the Aurors or as Thule sank back into the sea; only a few managed to Disapparate. With such catastrophic losses, it would seem that the Society's remaining ex-members are far too few to ever herald a rebirth of the organization. Many ex-members, however, have moved on to other organizations, such as the Knights of Walpurgis, where they have managed to embed some of the Thule Society's beliefs in their new groups' doctrines.