Firstly, Jews are a minority group in most countries. If you're a wannabe dictator (or an actual dictator), a tactic as old as civilization is to blame all of society's ills on some group of people who don't have the clout to defend themselves.

Secondly, Christianity. Since the earliest days of the religion, certain Christians have concluded that the Jewish people were responsible for Jesus' execution. If you believe that a group literally killed God, then you can justify doing horrible things.

Thirdly, more Christianity. In medieval Europe, Christians were forbidden from charging interest on loans. At the same time, Jews were often forbidden from owning land. Naturally, some Jews tried to make the best of a bad situation by becoming money lenders - people still needed loans, after all. But of course, if you suddenly find that you can't pay back your loan, then you're probably going to lash out at the person who gave you the loan in the first place.