On the concentration camps specifically, no. The final solution did not finally officially get decided on until 1942. http://en.wikipedia.org/wiki/The_Final_Solution
There were non-camp related mass killings on the Eastern Front in '41+, but getting reliable (non-propaganda) info out of the area would have been problematic, from the Western Allied point of view.
There was also this: http://en.wikipedia.org/wiki/The_Night_of_Broken_Glass , which also tarnished Germany’s image in the eyes of some.
There were Jewish immigrants (into the US) during the late thirties and early forties who related their anectdotal experiences. Also, see http://en.wikipedia.org/wiki/SS_St_Louis .
However, few people/politicains gathered the stories together to create a bigger picture, like a prosecuter might when preparing for a case.
It’s possible there might have been a little willfull ignorance here, as to actually face the situation head on (and try to come up with workable solutions) was obviously not going to be a trivial or easy thing. To force Germany to give up persecuting Jews in '38 was probably going to require some military force. How many of your own countryman’s lives are you willing to spend to fix injustice in another country?
Well, Germany declared war on the USA on December 11, 1941, saving FDR from the task of trying to figure out how to convince Congress of the idea of a war in Europe to run simultaneous with a war in the Pacific.
Hitler was later to have been quoted as saying “Doh!”
I couldn’t find one, but I may have missed one. I have been looking here: Presidential Speeches | Miller Center
Not much. A lot of average Americans were trying to deal with the tail ends of the depression, and many felt that Europe’s problems weren’t the US’s.
I think as far as the sheer scope of the program goes, it caught everyone by surprise. Even some of the German citizens themselves were not aware of the magnitude/multitude of the camps.