Since you dealing with “alternative history” you need to define a “point of departure”.
The most common scenario involves the United States losing World War II (the war presumably ends with the East Coast under German occupation, and the West Coast under Japanese occupation). While the US was planning how to resist a German invasion (e.g. plans for falling back from the coast, disucssing the possibility of seizing Canada if after a British surrender they also surrendered, etc.), that really wasn’t so likely. Once the United States cut a deal with the Brits that if the British Isles fell, the Royal Navy would not be turned over to the Germans, this wasn’t a big threat. However if one comes up with a way the Germans win (probably starting with a British surrender, with the Royal Navy being surrendered intact to the Kriegsmarine), and assuming the Germans managed to pull it off, it is reasonable to ask what Americans would have done. I suspect that Americans would have been a lot tougher to occupy than Europeans, given a stronger tradition of local government, a militia tradition, extreme xenophobia, and a strong tradition of private gun ownership. The fact that racism in America was always directed towards Blacks more than Jews makes it further unlikely.
The other possibility is to come up with a scenario for an anti-semitic government to be elected in the United States. The truth is that isn’t likely unless you point of departure is incredibly early (perhaps going back to George Washington’s decision to establish a non-sectarian Continental Army, which led diredctly to a federal government that separated Church and state (remember the official church in New England was banned in most of the rest of the country). However once religious diversity became ingrained in American culture, oppressing any religious group became unlikely (at least, unless the group itself became hihgly political, such as the Mormons in the 19th century). The fact is that onoly anti-semitic politicians were always seens as jerks and marginalized, and in addition, bigots in America were more focused on Blacks and Catholics than Jews.
Thus a holcaust aimed at Jews in America would really be quite unlikely.