He worshiped himself. Nazism was a bizarre hybrid between secular and religious thought, related more to the Egyptian God-kings than anything contemporary. Religion was officially the driving factor and used as a form of control, but under the surface it was very human narcissism and politics.
I don't quite buy the occult thing. He was into astrology, but those videos of Nazi religion are rather...err...unconvincing. I don't think Himmler or the others really believed everything they said...
Heinrich Himmler on Doing Archaeology Right - Archaeology Quotations