The biggest offense seems to be a video containing an image of two men laughing and holding up a banner reading "Death to all Jews," although he made anti-Semitic jokes in at least a few videos, so let's not split hairs over which anti-Semitic gesture is the worst. They were "jokes," of course, because calling something a joke is a pretty popular way of avoiding responsilibilty for something terrible you've said. The Daily Stormer, a white supremacist news website, has declared itself "the world's #1 PewDiePie fan site," and their banner now features PewDiePie next to an image of Adolf Hitler. Congratulations PewDiePie, your jokes are a hit!
I'm not linking to them for obvious reasons.
PewDiePie also recently caused a ruckus when he joked about joining ISIS, complained about the Twitter verified checkmark not being special enough, and he's been under fire pretty consistently for the entire duration of his popularity for inappropriate comments, including flagrant use of the word "rape." Hey kids, find better heroes.