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He worked behind enemy lines in occupied Scandinavia - both in Norway and Sweden - as a spy and saboteur, famously blowing up a Nazi munitions train some 70 miles from his own family home in Leksand, Dalarna. After a harrowing escape, recounted in his wartime memoir Sweet is War, he was put in charge of SOE's activities in Southern Italy, where he participated in the Anzio landings.

In Scandinavia, Major Munthe had established a network of 'Friends' which he called the "Red Horse", in imitation of the Baroness Orczy's Scarlet Pimpernel. In Southern Italy, he took the mimicry further, dressing as a (large) old lady to smuggle a radio transmitter past Nazi lines and coordinate SOE activity in the occupied zone.

Mountbatten brought two blocks, one of ice and one of pykrete. After first shooting at the ice, with a warning to beware of splinters, Mountbatten said "I shall fire at the block on the right to show you the difference". Brooke reported that "the bullet rebounded out of the block and buzzed round our legs like an angry bee".