I would not go too deep into cliché.
For example, what would change about Wagner? He would still be held as high in regards as he had been prior to 1945. There would be no reason to discuss his antisemitism and he wouldn't get the malus of being inspirational to Hitler (plus the close connection of the Wagner family to the Führer), but that would rather be a bonus. Besides that, interest into classical music in general would most probably be waning just like in OTL.
Concerning modern musical styles, there might be a tendency to copy them or rather have a "purified" version which is supposedly without Jewish or Negroid influences. There have been some tendencies concerning that when it comes to Jazz music, though they haven't been followed through. And, there will always been some underground music- lasting regimes need valves.
One should also note the disturbing tendency that OTL's Neo-Nazi-music today comes in all styles and shapes- even Reggae.
Rock'n'Roll will be a niche music, though; or purely confined to African-Americans. The question is how this butterflies to other styles. I won't go into that.
Maybe the more European "Beat" music might be accepted in its tamer versions, yes to "Yesterday", no to a lot of the later stuff.
There will certainly be no acceptance of Punk Rock. If something like Heavy Metal evolves, those sections of it which are rather orchestral and heroic might be accepted. Always take care of matching lyrics (that goes for all sorts of music!), but it could be seen as a music channeling the ethos and brute power of the Germanic and Aryan forefathers.
Techno/Electronical music on the other hand...could go either way.
I would also like to point out that it is unlikely that the German "Schlager" music, i.e. the sort of usually harmless pop music which can live under any regime gets stuck in the 30s. It will go different than OTL, but generally, German language mainstream music has also in OTL evolved rather conservatively, so there might be less difference than feared.
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Concerning movies, we also have to remember that Goebbels' UFA wasn't completely about propaganda, but generally kept to light entertainment.
It is all about subtext. Content which in OTL is directed against NS-analogies would have to change...
For a random pick, I took OTL's worldwide highest grossing films to date.
- Avatar: Jewish-plutocratic corporation tries to exploit the planet of a race of noble savages, quasi-Aryans who just live their non-industrialized culture. Could work very well with the proto-environmentalist as well as the anti-modernist vein in NS-ideology. Also, check on Karl May (of whose works Hitler was very fond of, just as every male German of his and the next two generations); you turn the romance in Avatar into a bromance and you have Old Shatterhand and Winnetou.
- Titanic: was done by the Nazis in 1943 with an obvious Anti-British undertone and some falsehoods on the actual events, but with some quite effective shots which were copied by James Cameron one-on-one
- The Lord of the Rings: Now Tolkien intended this to be an Anti-German fable, BUT see the noble Aryan races of Gondor and Rohan, supported by those cute Hobbits (Italians?) fight against monstrous deformed creatures from hell. It is not too much arm-twisting to Nazify the story, though the Nazis would probably rather prefer a huge Nibelungen-movie.
- Pirates of the Carribean: am I wrong in seeing pure escapism here? Though, one could always emphasize some Anti-Britishness.
- Toy Story 3: well, I see no reason to prohibit it. Buzz Lightyear's uniform might look a bit different
- Alice in Wonderland: now, I feel unable to comment on it
- The Dark Knight: a hero with little humour in a black uniform battles an anarchist
- Harry Potter: now the whole Death Eater-plot would have to be changed completely so that its ideology ressembles not national-socialism, but communism. No SPEW! The sub-humans must know their place! Oh, and Durmstrang is a very different place!
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Sculptures? Paintings? What percentage of the populace cares???