There are stories about KGB sleeper agents in the US during the Cold War. Were there any western sleepers in the Soviet Union / communist states ?

If you mean domestically in the United States, then certainly. Perhaps the most famous pair of Soviet spies caught in the mainland United States were Julius and Ethel Rosenberg, both of whom have the dubious distinction of being the only two American citizens executed for conducting espionage during the Cold War. The Rosenbergs were ultimately executed for passing along atomic information of uncertain quality to the Kremlin -- some sources cite the information as crucial while others state that the Rosenbergs lack of technical knowledge made their information fruitless. At either rate, Julius Rosenberg directly committed espionage while his wife, at the minimum, was complicit in her husband's activities.

Another interesting fellow was Harry Dexter White, the man who created the Breton Woods System in the years following the Second World War. White was one of a large number of Soviet sympathizers present in the Roosevelt Administration and, arguably, the founder of both the World Bank and the International Monetary Fund. White believed that communism would eventually triumph over capitalism and therefore cooperated with the Soviet Union to the detriment of the United States. There are four main charges against White:

  • That White delayed aid to Chiang Kai-Shek, thereby allowing Mao Tse-Tung to defeat the KMT in 1949

  • That White was the real architect of the Morgenthau Plan which, when released, prolonged German resistance to surrender (I would argue that this is untrue)

  • That White gave currency printing plates to the Soviet Union, thereby further damaging the post-war German economy and aiding the Red Army (This is unproven, but possible)

  • That White stacked the Treasury Department with communist sympathizers and later used these same sympathizers to overrule John Maynard Keynes at Breton-Woods

(There is a fifth, additional accusation that White allegedly encouraged Roosevelt to adopt an aggressive foreign policy towards Japan thereby forcing the hand of the Japanese to carry out the attack on Pearl Harbor, but this smacks more of conspiracy to me than anything else. Perhaps someone else can comment.)

White was ultimately dragged before the House Un-American Activities Committee and had a heart attack shortly after. He ultimately committed suicide by ingesting poison at his farm in Vermont. Several government investigations into White's behavior suggests that he openly committed espionage, if not treason, although White still has several defenders including the International Monetary Fund he himself created.

Problematically, many of these cases still have doubts

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