Before he became Pope Pius, Cardinal Pacelli drafted the papal encyclical condemning Nazi racism and had it read from every pulpit. The Vatican used its assets to ransom Jews from the Nazis, ran an elaborate escape route and hid Jewish families in Castel Gondolfo. All this is confirmed by Jewish experts such as the B’rith’s Joseph Lichten.
The World Jewish Congress donated a great deal of money to the Vatican in gratitude and in 1945 Rabbi Herzog of Jerusalem thanked Pope Pius “for his lifesaving efforts on behalf of the Jews during the occupation of Italy.”
There is an inspiring if obscure movie from the 1970s, about Msgr. Roncalli (future Pope John XXIII) and what he did to help Jews during the war.