On August 22 and 23, 1914 the British Expeditionary Force near Mons was struggling to retreat from the German Army. They were almost surrounded and badly outnumbered. But just when all hope seemed to have been lost, a shimmering angelic apparation appeared in the fog and smoke that hung over the battle field. The British troops staggered towards the figure and discovered that it had shown them an escape route. This remarkable story quickly spread throughout Britain and was widely taken as evidence of divine support for their troops. But in time skeptics began to insist that the entire story was a hoax. The writer Arthur Machen claimed that a fictional story he had published in September, 1914, involving angelic bowmen firing arrows at the Germans, had been mistaken by readers as a true account, thereby leading to the Angel of Mons tale. Stranger still, in 1930 a German officer claimed that the German army had used Zeiss lenses to project an image of an angel into the clouds above the battlefield. It was a psychological warfare trick, he explained, designed to make the British believe that angelic powers were supporting the German forces.
Links: Fortean Times — Wikipedia — The Angel of Mons, by David Clarke.

By November 1918 it seemed that the four-year-long conflict between the Allied and Axis powers might finally be coming to an end. Word leaked to the president of the United Press, who was in Europe at the time, that an armistice had been signed on November 7. Excitedly he cabled the news to America, where it then appeared as front page news across the country and sparked nationwide celebrations. The only problem was that the armistice hadn’t actually been signed. Apparently a German agent had planted the false news in order to demonstrate that the public in the Allied countries would welcome peace rather than a continuation of the conflict. The agent had actually read the political and public mood correctly. He was just a few days early. The real armistice was signed on November 11.

In the early 1930s the French government informed the German reich that it had discharged all the prisoners of war taken during World War I. All soldiers still missing had to be presumed dead. But in May 1932 this statement appeared to be contradicted when a soldier, Oscar Daubmann, returned to Germany, claiming he had spent the last sixteen years in a French prisoner-of-war camp.

Daubmann told a dramatic tale of imprisonment and escape. He said he had been captured by the French in October 1916 at the Battle of the Somme and was placed in a prison camp. After killing a guard during an unsuccessful escape attempt, he was sentenced to 20 years hard labor and transferred to Algeria. There he was tortured, starved, and kept in solitary confinement. Finally, years later, he was transferred to the prison tailor shop on account of good behavior, and from there was able to make a successful escape. He walked 3000 miles along the coast and was picked up by an Italian steamer that took him to Naples. He then returned to Germany. More→

A book called Death in the Air: The War Diary and Photographs of a Flying Corps Pilot was published in 1933. It contained numerous pages of spectacular aerial photographs of World War One dogfights supposedly taken by a pilot in the Royal Air Force. Since very few photos of aerial fighting had been taken by the military, the photographs caused a great sensation. Interest in them grew even greater when they were exhibited at galleries in New York and Philadelphia. It wasn't until 1984 that the photos were discovered to be fake. More→