Doing a little reading recently I saw that a number of European royals ended up living in the U.K. for much of the war (e.g. the Dutch, the Luxembourger). What was life like for them? Were there any English or Allied programs to help them out during the war?
I'm no historian, but as a Norwegian the tales of our Royal Family during WW2 is part of our national history.
Our King Haakon VII worked strategically against the Germans upon the invasion. When the Germans demanded he and the Government remain and transfer power to the Germans the Royal family and the Government chose to leave.
A key reason for this decision was that the most valuable assets of Norway - the Merchant Fleet and the gold - were easily movable, granting the government real power in exile.
What ensued was an incredibly daring escape from Oslo, to Northern Norway. Much of this was hiking by foot through the mountains, with the Germans hot on their tails - dropping bombs, and once firing a shot that struck a tree between the King and Crown Prince.
The British Navy aided the final escape from Northern Norway to the UK. Upon arrival in the UK the Norwegian Royal family first lived in Buckingham Palace. It should be remembered that Norway's Queen Maud was the aunt of England's King George VI so it is hard to say categorically whether this was a nation-to-nation concession or merely one family member helping out another.
Soon after the Norwegian Royal family moved to a separate residence.
The aid certainly went both ways. The gold and the income of the merchant fleet were used to help finance the British RAF, establish air force schools in Canada, etc. The Norwegian Royal family and government worked closely with the governments of the Allies both to secure assistance from them with regard to the resistance in Norway, and to also aid them in their efforts.
The Crown Prince of Norway and his wife also had a close personal friendship with Roosevelt, and this was used for the benefit of all allies from 1940 onwards. Edit: I should have added that shortly after the Norwegian Royal family arrived in the UK, the Crown Princess Märtha accepted an invitation from Roosevelt for her and the children to move into the White House - that is how close the relationship was. Shortly after Roosevelt gave the speech "Look to Norway", praising the heroic effort of the Norwegians in resisting the Germans.