Where can I find more info. about POWs in WWII?

My grandfather was a Prisoner of War in Germany during World War II. Nobody can remember what Stalag he was in. The problem is by the time I was old enough to want to research this, all the people who knew anything were gone. He has told a story about being on a train where several people were shot and his feet froze. He thought it was in Siberia but I am sure they did everything they could to disorient him. He got dysentery in the prison camp and had to eat coal. My grandpa was shot twice and couldn't tell authorities, for fear of being killed. I know very little besides this and there is really nobody left I can ask.

My grandpa has a very rare name though, so if there is some database, I know I'd have good luck finding his info.

Can anyone help me learn more about what happened to my grandpa? He didn't start speaking about his experiences until he was dying, and he thought I was too young to hear about the tragedies he endured.

Thanks for your help.