In 1978, Soviet geologists exploring a stretch of wilderness in Siberia by helicopter noticed a small clearing that resembled a garden, and landed to investigate. Upon reaching the clearing, they found a family of 4 living in a small shack. After talking with the family, they learned the amazing story. The Lykov family were Russian Orthodox Christians, and had fled into the wilderness when the Bolsheviks took power in the 1930's. They continued to flee deeper and deeper into the wilderness, until they had arrived at their present homestead. None of them had any idea that WWII had happened, or that man had landed on the moon. Only the father of the family had eaten bread or seen a horse. They had subsisted in their small shack in the Siberian wilderness for 40 years without seeing any human beings outside their family.

There are currently tribes in the world that haven't been contacted yet. They wouldn't have known that the war was happening: particularly those living in South and Central America. To get a more specific answer you'll probably have to narrow the range of your question.

Entirely possible. The !Kung people of Southern Africa still practiced a hunting gathering lifestyle. In the book Nisa: The Life and Words of a !Kung Woman by Marjorie Shostak World War 2 is not mentioned, these people were living with very little contact with the outside world. Would not surprise me if people living in the Kalahari in the 1940s were unaware of WW2.