In October 1937, the Duke [who had been King Edward VIII] and Duchess visited Germany, against the advice of the British government, and met Adolf Hitler at his Obersalzberg retreat. The visit was much publicised by the German media. During the visit the Duke gave full Nazi salutes. The former Austrian ambassador, Count Albert von Mensdorff-Pouilly-Dietrichstein, who was also a second cousin once removed and friend of George V, believed that Edward favoured German fascism as a bulwark against communism, and even that he initially favoured an alliance with Germany. Edward's experience of "the unending scenes of horror" during the First World War led him to support appeasement. Hitler considered Edward to be friendly towards Nazi Germany and thought that Anglo-German relations could have been improved through Edward if it were not for the abdication. Fellow Nazi Albert Speer quoted Hitler directly: "I am certain through him permanent friendly relations could have been achieved. If he had stayed, everything would have been different. His abdication was a severe loss for us."

The Duke and Duchess settled in France. On the outbreak of the Second World War in September 1939, they were brought back to Britain by Louis Mountbatten on board HMS Kelly, and the Duke, although an honorary field marshal, was made a major-general attached to the British Military Mission in France. In February 1940, the German Minister in The Hague, Count Julius von Zech-Burkersroda, claimed that the Duke had leaked the Allied war plans for the defence of Belgium. When Germany invaded the north of France in May 1940, the Windsors fled south, first to Biarritz, then in June to Spain. In July the pair moved to Lisbon, Portugal, where they lived at first in the home of Ricardo de Espírito Santo, a Portuguese banker with both British and German contacts.

Nazi agents plotted unsuccessfully to persuade the Duke to support the German effort and wrote up plans to kidnap him. Lord Caldecote wrote a warning to Winston Churchill: "[the Duke] is well-known to be pro-Nazi and he may become a centre of intrigue." A "defeatist" interview with the Duke that was widely distributed may have served as the last straw for the British government: Prime Minister Winston Churchill threatened the Duke with a court-martial if he did not return to British soil. In August, a British warship dispatched the Duke and Duchess to the Bahamas, where, in the view of Churchill, they could do the least damage to the British war effort.

From Wikipedia