I mean this in the sense of something comparable to the Manhattan Project or the development of the V-2 rockets. Cheers.
Well I know that the British research and development on the Tank, would of been somewhat comparable in this regards. As it conducted in secrecy by designating it landship or landcruiser was to much of a give away someone in the team suggested 'tank' and it stuck ever since. Winston Churchill pushed for the research after hearing the idea from Lieutenant Colonel Ernest Swinton who had seen how successful armoured cars had been in action. The Dunkirk Armored Car Force was such an example of this which was created originally to rescue downed pilots of the Royal Flying Corps.
An incomplete history of world war 1, by Edwin Kiester is where I got the gist of the information but I'm sure some of our other members may have some better sources than I on this.
In terms of scientific research directed toward military aims, I suggest hydrophone/ASDIC development by the British Empire.