The first Nazi prisoners to be incarcerated by the U.S. were not from North Africa or Atlantic U-boats, they were the officers and men of the German passenger liner Columbus in 1939. Perhaps you are wondering how could FDR hold these foreign nationals against their will without a legal device such as a declaration of war (which would not come for another two years). The answer can be found in this article that points out how sick the U.S. was with Hitler by early 1939 - FDR simply didn't care about law and just wanted aggravate the Nazis.
Click here to read about how decayed the diplomatic relations were between the U.S. and Nazi Germany in 1939.
-from December, 1939