Oh, definitely there are. Here are a few examples off the top of my head -
There are facets of the Manhattan Project (the primarily US project to design, build, and detonate the first nuclear weapons) that are still hidden/protected behind national security classification criteria so that the public is not privy to the data. German doctor Hans Martin's work (he worked on thermal convection centrifuge extraction for Germany during the war and his data was used to aid the Manhattan Project) is but one of MANY examples related to the Manhattan Project that remain classified to this day.
The death of Heinrich Himmler. Himmler's files related to his death have been classified under a "100 year" classification criteria (I believe under the UK's "Official Secrets Act"), so those files cannot be released to the public until 2045.
Likewise is the case with some of the files on Rudolf Hess (Hitler's deputy Führer from 1939 to 1941), who left Germany in 1941 and flew solo to Scotland in hopes of negotiating peace with the UK. Most of his interrogation transcripts, as well as his personal correspondence at the time with the UK's King George VI, also have been placed under a 100-year classification seal in the interests of national security.
The "Secret 5000" is another example of a 100-year classification criteria being implemented. The "Secret 5000" was the name of a Canadian RCAF program during WWII that involved approximately 5000 Canadian RCAF radar techs and operators, whose skills were put to use in WWII to detect German submarines and aircraft. Much of the data from their operations remains under a 100-year classification as well.
The sinking of the RMS Lancastria in June of 1940. The Lancastria was a British ship (a commandeered cruise ship from Cunard) that was ferrying refugees at the time, and was sunk by German bombers during Operation Ariel. As many as 5800 people are suspected to have died in that sinking - the single greatest loss of life in British maritime history. Many of the files related to that incident also are classified for 100 years.
Some of Sir Winston Churchill's files related to the Japanese attack on Pearl Harbour that took place on December 7th, 1941 are still classified, particularly some of the "PREM III/252 Group" files from Churchill's wartime intel briefs that cover a period from November 1941 to March of 1942 related to the Japanese.
Lots of files related to the UK's SOE (Special Operations Executive) actions during WWII also still remain classified.
There are plenty of files from the former Soviet Union's archives related to their WWII activities that are inaccessible by historians to this day as well.
There are also files related to multiple "friendly fire" incidents involving the US, UK, and German military that resulted in the deaths of many innocent people that still remain classified as well.
Those few examples are just the tip of a very big iceberg. There are in fact plenty of files related to actions by all involved parties/nations during and immediately following WWII that have never been released to the public or to historians as of yet.