Police officers made the discovery along with items relating to far right and white supremacy organisations, including a gold Third Reich Eagle ornament with a swastika on it on his bookcase.
Officers made the discovery during a search of his home on Lowood Lane, Birstall, shortly after the MP for Batley and Spen was fatally attacked on June 16 this year.
Thomas Mair, 53, in on trial for allegedly shooting and stabbing the 41-year-old Remain campaigner a week before the EU referendum vote.
A search of his home in Lowood Lane, in Birstall, West Yorkshire, uncovered books on German military history, the Old Bailey was told.
He also had a publication on the German Holocaust and SS Race Theory And Late Selection Guidelines, jurors heard.
Another was entitled March Of The Titans: A History Of The White Race, and a double- page press cutting on Norwegian mass killer Anders Breivik was also allegedly recovered from his housing association home.
A printout of a Wikipedia entry on the White Patriot Party was found in his drawers along with information on the BBB - White Liberation Movement - a notorious South African neo- Nazi organisation.
The material featured in a series of photographs shown to jurors by prosecutor Richard Whittam QC.
Mair had allegedly collected a dossier on Mrs Cox in his home, including stories about her in newspapers, jurors heard.
Among the documents included a cutting of her column in the Batley News with the headline: ‘Better to Improve than Leave’
There was also a printout of her biography from her website, jurors were told.
Police found rune stones in a bag, one of which appeared to have a symbol of the BBB movement on it.
Mrs Cox, Labour MP for Batley and Spen was attacked outside her constituency surgery in Birstall, near Leeds, in front of her staff and shocked passers-by.
Mair allegedly shouted “Britain First” as he repeatedly shot and stabbed the mother-of-two.
On the afternoon of June 16, Mair’s neighbour Katie Green saw him as she got off a bus in the market place.
Ms Green had lived near Mair’s home for the past 13 years, she said. She told jurors he was “very quiet, very shy but did not see any visitors”.
Mair always kept his garden very tidy and spent a lot of time in it, she said.
Giving evidence via video-link from Leeds Crown Court, Ms Green described a brief encounter with Mair when she travelled to Birstall market place by bus.
When she got off the bus, she saw the defendant looking as if he was queuing to board, the court heard.
She said: “He was at the front of the queue looking like he was just waiting to get on to the bus.
“He had a pair of dark trousers and a dark green khaki jacket and dark cream baseball cap.
“He always carried bags. He had three or four bags. I saw him walk off.”
Within minutes, Ms Green said she heard about a gun incident and decided to abandon her shopping trip.
She said: “I was going to the market place for fruit and veg.
“I saw the commotion and I heard somebody say there is somebody with a gun so I got my little girl straight into a taxi and came straight home.”
Mair denies Mrs Cox’s murder, possession of a firearm with intent to commit an indictable offence and possession of an offensive weapon - a dagger.
He also pleads not guilty to causing grievous bodily harm with intent to Bernard Carter-Kenny on the same date.
The trial, which is due to last up to three weeks, continues.
The court heard that in the months before he allegedly killed Mrs Cox, Mair repeatedly visited neo-Nazi, right-wing and white supremacy websites.
Mr Whittam said Mair used computers at public libraries in Birstall and Batley to access the material.
Police seized eight computers and examined Mair’s internet searches.
The court heard that on April 6 he looked at the American neo-Nazi news and commentary site Daily Stormer, before searching for Dylann Roof, who was suspected of killing nine black Americans in Charleston in 2015.
Police found that he made similar searches at the two libraries over the following weeks, on one day reading about a German Nazi party leader, on another looking at a site on historical extreme right-wing organisations.
Others included searches relating to the Ku Klux Klan, and to people who were murdered because of their civil rights work.
Jurors were also shown a YouTube video that Mair watched on June 7 of an American man shooting a 0.22 sawn-off shotgun in a field, filmed from a head-cam.
This was the same day he searched for Mrs Cox on Wikipedia and Google Images.
Mair also searched websites about matricide, Mr Whittam said.
The case was adjourned until Tuesday.