The Ku Klux Klan or KKK, is the white supremacist group in the US that advocate for harsh and violent policies towards blacks, Jews, homosexuals, Catholics and leftists. After the Nazis occupied the US, they helped the KKK purge the African-American community, through brutality and oppression. The Nazis then allowed the KKK to govern the southern states. As a result, most black people joined the American Resistance, to fight both the Nazis and the KKK.
However, Roswell, New Mexico shows that the Klan treads cautiously around Nazi Authorities. They are no exception to the strict German Learning policy enforced within the Nazi-Conquered United States. A pair of KKK members can be seen conversing with a Nazi officer, who gives them advice about what the future beholds under German rule. The officer then asks the two KKK members if they have been practicing their German. However, when asked to say "Thank you (Danke schön)," they stammer as they are unable due to their heavy southern accents.
According to Grace Walker, the KKK are mostly in control of the south. Due to their Nazi collaboration, most of their members are targeted by the American Resistance network.
The Ku Klux Klan will be a minor enemy in the Wolfenstein II: The New Colossus. They are extremely weak since they lack armor. A single bullet can easily put them down. As an enemy, They speak German quite well for combat dialogue. It is likely to be many are taking German classes seriously considering Nazi soldiers referenced them as "local Klansmen".