Not sure what your job or relation to the person is (besides just coworker), but if you have one, I'd talk to HR about hate speech and possibly harassment. Certainly not worth a police report, but maybe if their boss comes at them with a "chill tf out with that shit" then maybe they'll shut up at least. The 'Hitler was right to kill Jews' part especially.
Edit: Or just post photos of the messages to Facebook and let the crowd roast him over an open fire.

