In multiple episodes they refer to World War Two as World War Two, Which would of been fine, had the show taken place after World War Two. The problem is that World War Two was not referred to as World War Two until late after the war.
On the contrary, if you'll check out Time Magazine from September 1939 -- more specifically, the week WW II started -- you'll see that Time refers to the Nazi invasion of Poland as the start of WW II. It was WW I that was referred to as "The Great War" before WW II.