"At ease, kid. I'm going to answer your question as best I can, not that it'll help. My superiors seem to think this story starts with Operation Anthropoid, the joint effort to take down Reinhard Heydrich during World War two. I'm not sure if I agree, but I'll start there just in case...
"Heydrich was, in many ways, more powerful and terrible than Hitler. We made his assassination a priority, but the intelligence we were getting from our spies said he had experts in black magic ward him against any attack. Everyone was skeptical, but they pretty much considered it confirmed when three soldiers simultaneously opened fire on him and all three of their guns jammed. One of the men even lunged at Heydrich and tried to stab him, only to have the knife blade snap off when it caught on a metal part of the bastard's uniform. This wasn't just bad luck.
"Fortunately for the Allies, Heydrich had worn the Czech royal crown - once on May 26th, 1941 and once on June 3rd of the same year - so we had two opportunities to strike against him. See, the exiled government of Czechoslovakia had informed us that if one who is not a true Czech King puts the royal crown on his head, he will die in one year and a day. The attack on May 27th went badly, with a gun once again jamming and the grenade the man threw failing to land in the car with Heydrich - he rode in an open-top car, because he knew he was protected by the forces of darkness. The grenade came close, though, and shrapnel from the car did a number on Heydrich… which must have come as quite a shock, him thinking he was invincible. Anyway, we were pretty frustrated since we knew he would lay low and there was no way we would get another shot at him on June 4th, the only other day he would be vulnerable.
"As it turned out we didn't need it - he died on the 4th under the direct care of Heinrich Himmler, supposedly due to blood poisoning. Either the damage from the shrapnel really did lead to complications or Himmler killed him, but we didn't care. Only thing is, about a year later we hear reports of this metal man running around, the rumor mill saying he's Reinhard Heydrich's brain in a new body - though nobody can decide if he's still on the same side as the Nazis. Some say he was with Hitler when he supposedly committed suicide. And after that, whether he was with or against the Nazis, he takes over their outpost in Antarctica complete with the advanced propulsion lab - the only way at the time to get to the Nazi Lunar Base.
"We tried every method available to us, and couldn't locate the base itself - the most we could do was try to shoot down the Nazi hover-ships, and of course as you know one of only three that we managed to shoot turned out to be an actual alien craft. After that ungodly mess, with them escaping and setting up that Roswell thing to throw us off their trail, the Majestic twelve shut down the whole thing and so far as I know the Nazi bases under Antarctica and the Sea of Tranquility are still operating.
"At this point, I don't care if this robot was made by Himmler or aliens. I don't care if it's a Nazi or a Democrat. I just want it, safely disassembled, on my desk by Monday. The Nazi base has to be near the Southern Oculus, but any craft that approaches that area disappears. We could go in the Northern Oculus and travel through the hollow inner area of the Earth, but we've been told to avoid that if at all possible - the natives are still angry at us because of all the Eldriges that have appeared there. Pollution is one thing, but having hundreds of Cannon-class destroyer escorts cluttering up the landscape can ruin anyone's day - there's so many it's starting to actually block the sunlight from the inner sun, which means a small harvest, which means... well, it all gets political from there but let's just say it isn't worth having the White House drop down a five hundred mile deep sinkhole.
"The Nazi moon base is similarly unreachable - hell, if we could get up there safely we wouldn't have had to fake the moon landings. That brings us to you. This robot seems to show up everywhere you go, so since we can't get to him we need him to come to us. In other words, you're bait - and you had better be damn good at it because we doubt he'll show up while we're watching and once you make a move he'll probably crush the life out of you with those cold, soulless hands of his if you don't land the mother of all sucker-punches. That's it. You want a cigar? No? Then get out."