I know plenty of the WWI ones, the Angel Of Mons, the Russian soldiers in Scotland, the crucified Canadian etc. but I don’t recall ever hearing any from the second world war. Anyone got any?
Well, there is Ronald Reagan’s ludicrous bullshit story about the airman who chose to ride to his death to accompany a wounded colleague. That one’s pretty funny.
Mythbusters did one about guy who’s parachute didn’t open, but a bomb blast slowed his descent enough to survive the fall.
There’s also Kilroy.
Kilroy was here true.
A whole buncha guys getting written up as heroes back home, by imaginative journalists.
A whole lotta propaganda stories qualify, too.
Another one from Mythbusters was using a samurai sword to slice through a machine gun barrel.
Nazis/Lampshades etc
U-Boat sunk by malfunctioning toilet.
FDR knew about Pearl Harbour hours/days/months before it happened
Capt. Colin Kelly, the first US B-17 pilot lost in combat, did not suicide crash into a Japanese battleship. He did, however, score hits on a cruiser, and stayed at the controls until his crew bailed out.
Eating carrots to enhance RAF pilot’s eyesight. This myth was used to hide the abilities of the British radar system.
There was at least one person I can think of who surived falling out of a plane without a (working) parachute.
As for the original question, what exactly counts as an urban legend? Do the foo fighters count?
Hitler dancing a jig when France surrendered. He apparently just stamped his foot once and they looped the film to make it look like he was dancing.
Hitler chewing on the carpet. Apparently “chewing the carpet” is a German idiom for somebody acting nervously. But somebody said this once about Hitler and when it was translated from German to English people thought it was literally true that Hitler dropped to the floor and began biting the rug.
Well let’s go with the definition I found online “An entertaining story or piece of information of uncertain origin that is circulated as though true.”
Essentially extraordinary stories told as fact, they might actually have come true, but typically didn’t.
Nicholas Alkemade?. 18,000 ft without a chute.
Obviously not WWII but Vesna Vulović fell 33,330 ft without a chute.
There is some doubt about this story.
Shhh, you’re no fun. That section wasn’t there the last time I read the wiki! 
There were no gays in the military back then.
And no atheists in the trenches either. Oh, wait, that was WWI.
I know a person who survived a fall without a working parachute. But the point of the story wasn’t that he didn’t have a parachute, the point was that he was saved by the bomb blast. I don’t remember the details from Mythbusters, I’m not even sure he didn’t have a parachute. The bomb blast was the key to the story.