https://kashgar.com.au/blogs/history/the-bawdy-graffiti-of-p...
> Urbani, servate uxores, moechum calvum adducimus.
> Aurum in gallia effutuisti, hic sumpsisti mutuum.
> Gallias caesar subegit, nicomedes caesarem, ecce caesar nunc triumphat qui subegit gallias.
> Nicomedes non triumphat, qui subegit caesarem.
> Gallos caesar in triumphum ducit, idem in curiam, galli bracas deposuerunt, latum clavum sumperunt.
hastily translated:
> Hide your wives, we bring the bald adulterer to our city.
> You fucked away all our gold in Gaul, then you borrowed more.
> Caesar is beneath the Gauls, Nicomedes is beneath Caesar, behold Caesar who is beneath the Gauls now triumphs.
> Nicomedes does not triumph, who is beneath Caesar.
> Caesar leads the Gauls in triumph, the same in the senate, the Gauls remove their trousers, they picked up his purple toga to carry it.
The stories are obvious, direct correspondences to Greek stories about Zeus, perhaps accompanied by Hermes, doing the same thing.
However, since the Brothers Grimm collected their stories from aristocrats, it isn't clear whether the Greek stories passed down naturally through time (while mutating into a slightly more Christian theme), or whether the narrators learned the stories in their original Greek as part of a classical education and then rethemed them as "native German" stories for the benefit of the Grimms.
It seems that there could be many somewhat "generic" Western European jokes about despots which date back to Roman times. But without more information I can't think of any jokes at or about Hitler specifically that could possibly date back to the Romans.