The introduction to one of the J&W novels mentioned Wodehouse's own experience in WWII briefly - something about giving a radio interview from a German prison camp. That novel also had a character based on Sir Oswald Moseley, leader of the British Fascist movement (who is relentlessly spoofed and made into a closet designer of women's underwear). Unfortunately, I can't remember off the top of my head which book it is.
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