Should a person never lie? If someone would hide from the Nazis and then the Nazis came and asked me if I'm hiding a Jew - should I say "yes" or "no"?  

When is it ok to lie?
In Good Question Good Answer, in the chapter about the five precepts,  Ven. S. Dhammika wrote,

QUESTION: If you were sitting in a park and a terrified man ran past you and then a few minutes later another man carrying a knife ran up to you and asked you if you had seen which way the first man had gone, would you tell him the truth or would you lie to him?
ANSWER: If I had good reason to suspect that the second man was going to do serious harm to the first I would, as an intelligent caring Buddhist, have no hesitation in lying. We said before that one of the factors determining whether a deed is good or bad is intention. The intention to save a life is many times more positive than telling a lie is negative in circumstances such as these. If lying, drinking, or even stealing meant that I saved a life I should do it. I can always make amends for breaking these, but I can never bring a life back once it is gone. However, as I said before, please do not take this as a license to break the Precepts whenever it is convenient. The Precepts should be practiced with great care and only infringed in extreme cases.