In June 1940, Dalio and Lebeau left Paris ahead of the invading German army and reached Lisbon.

They are presumed to have received transit visas from Aristides de Sousa Mendes, allowing them to enter Spain and journey on to Portugal.

[5] In Hollywood, although Dalio was never quite able to regain the profile he had in France, he appeared in 19 American films during the Second World War, in stereotypical roles as a Frenchman.

Dalio's first film in the United States was the Fred MacMurray comedy One Night in Lisbon (1941) in which he portrayed a hotel concierge.

In this film, Monty Woolley portrayed an Englishman trying to get out of France with an ever-increasing number of children ahead of the German invasion.

On 22 June, while Lebeau was filming her scenes with Hans Twardowski as the German officer, Dalio filed for divorce in Los Angeles on the grounds of desertion.

He was cast in some larger roles, for example in the war dramas Tonight We Raid Calais and Paris After Dark (both 1943), in the latter his ex-wife Lebeau also appeared.

Dalio appeared in the musical comedy Ten Thousand Bedrooms starring Dean Martin, with Paul Henreid in the supporting cast.

Finally that year, Dalio played Zizi in The Sun Also Rises (all 1957) his third movie based on an Ernest Hemingway novel, this time starring Tyrone Power and Ava Gardner.

After making more movies in France, Dalio received a major supporting role in the mystery The List of Adrian Messenger (1963), set entirely in England but filmed primarily in Hollywood.

In Mike Nichols' Catch-22 Dalio played the old Italian living in the whorehouse, while he also appeared in The Great White Hope (both 1970) with James Earl Jones.