Is there an internet encyclopedia dedicated specifically to the circus? Why, yes, there is!
Most useful is a Short History of the Circus, which includes this information about German circuses between the wars:
In Europe, the traveling circus and menagerie reached its peak between the two World Wars, especially in Germany, where the flamboyant traveling enterprises of Krone, Sarrasani and Hagenbeck dominated the market.The site seems to be a work-in-progress, and hopefully they'll develop those links to particular German circuses in the near future.
Also interesting is the page on famed Spanish clown Charlie Rivel, who was a major star throughout Europe between the World Wars. He was quite successful in Germany during the Nazi regime, which leads to this interesting passage from the wiki's author:
After the Nazis seized power in Germany, and even during World War II itself, Charlie remained one of the biggest draws in the top German variety theaters: Wintergarten, Apollo, Scala, and Plaza. In Berlin, he starred in a movie directed by Wolfgang Staudte, Akrobat Schööön! (which was Charlie's catch phrase in the Little Bridge ). The film was released in 1943, and it revealed Charlie as a genuine screen talent. In later years, a telegram that Charlie had sent to Hitler for his birthday in 1942 would became the subject of wild speculations. Like many traveling performers little acquainted with international politics, Charlie had been dangerously naïve.