In exile from the Third Reich
After the Reichstag fire, Olden was warned by friends and was barely able to escape arrest. He managed to escape the SS - who were searching for him in the high courts, whereas on that day he was in the lower courts - by hiding with friends for a night. The following day, he travelled to the mountains and crossed the Czech border on wooden skis. The following day, his personal secretary and by that time lover, Ika Halpern, daughter of George Halpern a prominent Zionist of British descent, joined him in Prague where he published the essay version of Hitler der Eroberer anonymously. From Prague they traveled to Paris, where he published the noted Schwarzbuch über die Lage der Juden in Deutschland, the "Black Book on the Situation of the Jews in Germany", in which he warned about the atrocities already commonplace in Germany. He also acted as editor in chief for Das Reich, a newspaper in Saarbrücken, and opposed the reintegration of the Saarland into Nazi Germany.
In this period, Olden could only publish in a few exile magazines, such as Das neue Tage-Buch, Pariser Tageblatt and Die Sammlung. Because of these articles he was invited by the diplomat Gilbert Murray to lecture on German history and politics in Oxford and London, an invitation he gladly accepted. He and Ika were invited to stay with the Murrays and set up home in a little house on their grounds called the Rosary Cottage.
In 1934 he became the de facto secretary of the German P.E.N. chapter in exile and, even though he was never formally elected or appointed, he performed his duties very diligently, providing visas and contacts and seeing to the material needs of fugitive authors, such as Thomas Mann. In 1935 an extended version of the essay he wrote in Prague was published as a book by Querido in Amsterdam. In 1936 the book was published in English as Hitler the Pawn. His 20-year younger half brother, Peter Hans Olden, who became a naturalized U.S. citizen when the Nazi's took power in Germany, collaborated with him on the book.
In 1936 his German citizenship was revoked while Olden continued his work as secretary of the P.E.N. in London and lobbied the Nobel Committee on behalf of Carl von Ossietzky, whom the Nazis had incarcerated. In 1939, at the outbreak of war, Olden was interned and fell ill. In this period he accepted an invitation to lecture at the New School of Social Research in New York City. Earlier the couple had sent their daughter Mary Elizabeth on a child transport to Canada.
On boarding the SS City of Benares, his passport was stamped with the ominous words "No Return". On 18 September 1940, while part of a convoy, the City of Benares was torpedoed by the German submarine U-48. As a result, 258 people died, including all but 19 of 100 British children being evacuated to Canada. Rudolf Olden died, with Ika Halpern whom he had married in London, at the age of 55, she was 35. A witness recalled she had resisted persuasion from fellow passenger-victim, Colonel James Baldwin-Webb, to board a lifeboat, in order to remain with her unwell husband. In the end, her friend, Professor John Percival Day (he survived) managed to persuade her to enter the lifeboat (Boat No. 6), but she died when the boat was being lowered and it tipped, sending her plunging into the sea. Nazi German propaganda later claimed Olden and Baldwin-Webb were sailing on a mission to persuade the then-neutral United States to enter the war.