I have never heard this before. Snopes says true.
http://www.snopes.com/military/monopoly.asp
...At that time, there was only one manufacturer in Great Britain that had perfected the technology of printing on silk, and that was John Waddington, Ltd. When approached by the government, the firm was only too happy to do its bit for the war effort.
By pure coincidence, Waddington was also theU.K. Licensee for the popular American board game, Monopoly. As it happened, 'games and pastimes' was a category of item qualified for insertion into 'CARE packages', dispatched by the International Red Cross to prisoners of war.
Under the strictest of secrecy, in a securely guarded and inaccessible old workshop on the grounds of Waddington's, a group of sworn-to-secrecy employees began mass-producing escape maps, keyed to each region of Germany or Italy where Allied POW camps were regional system). When processed, these maps could be folded into such tiny dots that they would actually fit inside a Monopoly playing piece.
As long as they were at it, the clever workmen at Waddington's also managed to add:
1. A playing token, containing a small magnetic compass
2. A two-part metal file that could easily be screwed together
3. Useful amounts of genuine high-denomination German, Italian, and French currency, hidden within the piles of Monopoly money!
British and American air crews were advised, before taking off on their first mission, how to identify a 'rigged' Monopoly set -- by means of a tiny red dot, one cleverly rigged to look like an ordinary printing glitch, located in the corner of the Free Parking square.
Of the estimated 35,000 Allied POWS who successfully escaped, an estimated one-third were aided"...
