In 1939, the Nazis were gunning their tanks in the driveway and would soon by rolling over France and banging on the front door of Great Britain. Once again, the Americans had to come over, put over six million boots on the ground, and kick German butt.
One of the great fears was gas, as it has been used extensively in WWI. and the Germans were still barbarians (we would soon find out what kind!)
Of course, the little "gas attack shelter," pictured above, was never more than a bad idea. When the Germans did start to bomb, the subways were the best air shelters around, and the real issue for dogs and cats was lack of fresh meat or processed kibble. By then, of course, the population of Britain had been thoroughly panicked by the Home Office, and had already killed 750,000 dogs and cats in a single week using a captive bolt gun to the brain.