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The Germans used U-boats to smuggle Germans and American nationals of German ancestry into the the country for sabotage acts in Operation Pastorius. The operation was a failure. That's probably the origin of the story for the TV series.
Upvote:3
I am not sure if this counts as "transporting" and it did occur in WWI, but an American steward named John Harrison was serving on the ship Margam Abbey. This ship was sunk by a German u-boat and the sailor was picked up by the Captain. He then cruised around a bit while interrogating the sailor.
"I ran out on the port side and jumped in the water... I was in the water 20 minutes when the submarine pulled alongside and picked me up. The first thing I told the submarine commander was that I was an American, he asked me a lot of questions about the ship, where we were bound, what our cargo was."
The captain then gave the shipwrecked sailor dry clothes and put him on a life raft and released him near a port.
The article also states that not only was the sailor picked up by the u-boat, he was actually on board while the submarine attacked other vessels.
"So far as is known he is the first American who has been inside of a u-boat while she was in action, for at the moment he was eating breakfast, provided by his rescuers, the submarine fired a shot at a sinking steamer."