When the U.S. entered World War I, Roll enlisted in the Army and was sent to Denmark to engage in covert activities in Germany, heading a team of six agents.
Following the war, the State Department appointed him Vice Consul in Denmark, where he served for two years under President Woodrow Wilson.
With the entrance of the U.S. into the European theater of World War II, Roll returned to the Army and served on SHAEF under General Dwight Eisenhower.
During Roll's sojourn in Denmark, the King conferred knighthood on him, making him a Knight of the Order of the Dannebrog, an honor rarely bestowed on a non-Dane.
Their son, William George Roll II, born July 3, 1926, in Bremen, Germany was president of the Parapsychological Association.