I once heard a Rabbi the worst thing a Jew could do is getting married to a gentile in order to make sure that his offspring will not be Jewish any longer. He insisted it was worse than idolatry or assassination. I need to know the reason for this.

In a way marrying out is not as bad as those sins mentioned – since we "measure" sins usually by their punishment, and punishment for marrying a non Jew is Karet – and for murder, idolatry and adultery – capital punishment by the Beth Din. But there's another side to it. The prophet Malachi (2;11) calls a man that marries out a traitor, he betrays Hashem, his religion and his people, he annuls the covenant we have with Hashem. He also defines it as Chilul Hashem – desecration of Hashems name. The Poskim say this Chilul Hashem is second to nothing. If any other sin is transgressing one of many mitzvoth – this one kills the Jewish people and makes sure no mitzvoth at all can be preformed by uprooting Jewish practice all together. This cancer of intermarriage had lost us more souls (though less painful) than the holocaust did. The Rem"a EH 16;2 adds that there's in this sin what you will not find in any other – his offspring is not related to him at all. Responsa Zichron Yehuda 97 adds that such a transgressor will go down to Gehinom without a way out. (Unless done Teshuvah)