The Return of the Vampire is a rare, but not unique, case where the film makes it very clear that there is a war on and which war the film is talking about. The bombing raids where at least one plane has a swastika as well as the references to concentration camps make it very clear that the film is set during World War Two. One bombing raid helps set Tesla free and another bombing raid helps destroy him. The concentration camps provide Tesla with the false identity of Dr. Hugo Bruckner. Still most of the story's action is unrelated to the war. Most of the story is strictly concerned with the feud between Armand Tesla and Lady Jane, a feud that predates the war.
Like most Wartime Horror films, the writers and producers of The Return of the Vampire preferred to keep the Vampires, Werewolves and other fantasy characters far from the battlefields of history.