The pieces have been recovered after police staged a series of raids as part of a probe into black market art.
Eight people are being investigated, police say.
The statues were custom-made for the Berlin building, which was badly damaged in World War Two and later destroyed by Soviet forces.
Also discovered was a huge granite relief by Arno Breker, featuring muscled, shirtless fighters in what police called a “typical Nazi style”.
Walking Horses were last seen at a Soviet barracks near Berlin in 1989, shortly before the fall of the Berlin wall.
Until their disappearance, the statues had been painted gold, damaged by bullets, and played on by children, Bild reported.
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