How do Mormons view events like the Holocaust considering that they view Adam's fall as a move forward? In Christianity in general, a common view of Adam's transgression has been that it was something bad that resulted not just in a loss of something good. 

Among the consequences of Adam's transgression is also the current state of affairs among mankind with death, diseases, war and so on. Out of this short list of consequences warfare is the one that has changed most toward worse during the last two centuries.

Mormons however believe that Adam's sin was a necessary step forward.

For example the answer to this other question says that


  Life is an opportunity to learn to choose good over evil. This could
  not happen if there was not good or evil. (See 2 Nephi 2.)
  
  The sacrifice of the Son of God was planned from "the foundation of
  the world" (Revelation 13:8). So also was the Fall -- which
  necessitated the sacrifice -- known from the beginning. Mormons often
  describe the Fall as a fall downward, but also forward.


In this question I am just focusing on the negative developments after Adam's transgression.

Presumably things like the Holocaust would never had happened if the transgression would not have happened.

However Mormons view the transgression as a necessary part of God's plan without which humankind would not have been able to learn what they needed to learn.

Because of this do they also consider the subsequent events as somehow necessary on the larger scale of things?
Depperm's answer, with the article/answer and Book of Mormon chapter linked therein, is much more complete than mine.  However, I wish to address one part of the OP's question:

Presumably things like the Holocaust would never had happened if the transgression would not have happened.

First, let's reference 2 Nephi 2:22-23:

22 And now, behold, if Adam had not transgressed he would not have fallen, but he would have remained in the garden of Eden. And all things which were created must have remained in the same state in which they were after they were created; and they must have remained forever, and had no end.
23 And they would have had no children; wherefore they would have remained in a state of innocence, having no joy, for they knew no misery; doing no good, for they knew no sin.

Thus, in the Mormon theology, if Adam and Eve had not fallen they would have never had children.  So yes, if they had not transgressed the Holocaust would not have happened, but also everything else that has happened since they transgressed would not have happened.  Nobody would have been born to the earth, and Adam and Eve would have remained childless forever (or, until they chose to partake of the forbidden fruit).