Yes, the auction house will have records of what was sold. There might be a fee or a required purchase of a catalog from the auction if one is still available, but otherwise they can be quite helpful. A quick online search revealed numerous Lugers handled by the auction house, but none ascribed to Himmler.
If Luger presented the pistol to Himmler, that really would have been something. Himmler was getting his degree in Agriculture in Munich until 1922. He didn't join the Nazi party until 1923. You would have to wonder why the 72 year old Luger would give such an elaborate pistol to a virtual unknown 22-23 year old of the Nazi party who had never been in the military. It wasn't until 1926 that he even had much power within the party.
Interesting thing about Himmler and Lugers. Himmler was left handed and Lugers aren't ambi.
"If you look through your scope and see your shoe, aim higher."
-- said to me by my 11 year old daughter before going out for hogs 8/13/2011