Apparently if you buy ads on Facebook, for Facebook, they will also push your ads out to nazi sites.
Given that, I am surprised that it is difficult to find a comprehensive list of, "these sites are fucking nazis and you should blacklist them from your ads." Here's one. It seems like this list should be a lot longer. Let me know if you have a better resource.
When one searches for said blacklist, what one finds instead are are ten thousand breathless articles where some brand's PR flunky is quoted saying "we swear we are trying not to advertise with nazis, but the ads keep showing up there anyway and we can't make it stop." So that's awesome.