I am currently immersed in WW2 London, the setting of COMES THE WAR, my novel in progress. Lynn Olson's CITIZENS OF LONDON and LAST HOPE ISLAND have ben invaluable. Also, ON THE WINGS OF MORNING by Thomas Childers.
I read a great deal to absorb the atmosphere, and I also make notes about interesting facts and things the characters would see in their world. For example, the US Army Air Corps sustained greater losses, in terms of men killed, than any other branch of service. If you were a young American volunteer in 1942, you had a better chance of surviving the war as a US Marine infantryman than as the member of a bomber crew. I am so grateful to all the wonderful authors whose work makes this time travel possible.