This is mostly an attempt to wrap my own head around the story.
In hindsight, the plot threads that actually move forward in a sensible fashion are the Big Picture ones, concerning Japan-Nazi relations, and the power struggle in Berlin. To quote a better film on the subject, the problems of 3 little people don’t amount to a hill of beans.
So here’s my summary.
Q: What was going on with Trade Minister Tagomi, and Wengerer?
A: These are the good guys. Wengerer is giving atomic secrets to the Japanese, to achieve parity between their empires and avoid a war. Wengerer succeeds, but Obergruppenfuhrer Smith catches on that he’s a traitor (through some means that aren’t clear to me) and turns him in. Wengerer becomes a pawn in a Hitler assassination plot.
Q: Who shot the Crown Prince?
A: A Nazi agent, in an attempt to provoke a war. He was apparently supposed to get caught (“I’m prepared to make a full confession”) although he did a good job of hiding the weapon, and was only caught through magical information provided by the Yakuza. Inspector Kido can’t reveal who the true assassin is (to avoid the war the Nazis hope to start) but he lucks out and finds a scapegoat, in Frank’s friend Ed. Even though Ed doesn’t match the description of the guy with the gun at the Prince’s speech, and the gun wasn’t fired at the Prince. But I imagine the Japanese aren’t too concerned with details like that.
Q: What is the meaning of Tagomi’s vision in the final shot?
A: Your guess is as good as mine. Either the dystopian alt-history was a bad dream, or he’s died and gone to rock 'n roll heaven. Or something else. Who knows.
Q: Who tried to kill OGF Smith?
A: Reynhard Heydrich, with the help of one of Smith’s aides.
Q: Why?
A: Beats me. But when the plot fails, Heydrich attempts to recruit Smith in his plot to kill Hitler. The plot apparently was hatched instantaneously when Wengerer is turned in, and hinges on Hitler keeping a loaded gun in his room, even though Hitler somehow knows that an assassin is coming to kill him with it. Wengerer fails, Smith captures Heydrich and sides with Hitler.
Q: Is Joe really a Nazi agent?
A: Yes, but a very bad one. He keeps finding films but giving them away.
Q: Speaking of the films…who made them?
A: We don’t know.
Q: What do they contain?
A: Apparently some kind of alternative history of the war, that looks more closely like our real-world history.
Q: Why are they important?
A: Dunno.
Q: Where do they go?
A: Hitler. He’s the MitHC. Why?..who knows. Hitler says he learns something from them.
Q: So the Resistance is feeding the films to Hitler?
A: Apparently.