I saw a video that claimed that during WWII, the Allies set up a fake charity organization to ship Monopoly games to POWs with hidden codes and tools inside them. Is there any more information on this?
I think one of the most comprehensive accounts can be found in Barbara Bond's thesis MI9’s Escape and Evasion Mapping Programme 1939 – 1945 and subsequent book Great Escapes: The Story of MI9’s Second World War Escape and Evasion Maps; there's [a nice summary article] (http://www.historyextra.com/article/feature/history-mi9-secret-second-world-war-escape-maps-programme-monopoly) on History Extra with some fine illustrations, and the Imperial War Museum also have [a page showing some escape aids from their collection] (http://www.iwm.org.uk/history/6-escape-aids-for-prisoners-of-war).
As you say, MI9 set up fake organisations to ship the disguised items in order not to compromise the Red Cross parcels that were so welcomed by, and in many cases necessary for, prisoners; some of the cover names included the the Licensed Victuallers' Sports Association and The Old Ladies Knitting Committee. In addition to Monopoly sets (with full stops after e.g. "Mayfair" or "Free Parking" to indicate which maps the set contained, and sometimes genuine currency amongst the game money) maps were concealed in items including playing cards, gramophone records, Christmas crackers, hairbrushes and pencils.
Information was passed between prisoners and MI9 through coded letters, this allowed MI9 to make prisoners aware of which packages to particularly look out for. Some of the Christmas crackers, for example, were in different coloured boxes and included a letter inviting the German guards to share the harmless gift; the POWs had been alerted beforehand as to which box contained the 'good' crackers that could be handed over, and which were the 'naughty' crackers with escape aids.
Indeed. A lot of this was classified up until fairly recently so "primary source" in this case is sometimes on the internet.
You can find write-ups from the AP (1985) ABC (2009) and CNN (2007)