From OSV News:
In 1943, at the height of the Second World War, an anonymous source alerted the Federal Bureau of Investigation of Archbishop Fulton J. Sheen’s strong criticism of the Soviet Union and its leader, Joseph Stalin.
These were topics the priest — then with the title “monsignor” — had been speaking about for many years, in fact, along with his intellectual criticism of Marxism. Recall that the U.S. and the U.S.S.R. were allies against Nazi Germany, and some believed that any criticism of the U.S.’s allies could hurt the overall war effort. This led the bureau to open a file on Archbishop Sheen and launch an investigation.