You don’t really think about Curious George saving the day, as the title of the new exhibition at the Jewish Museum puts it. A “good little monkey,” he is called in the classic series of picture books by Margret and H.A. Rey, but he was no savior. He was a mischief maker, an innocent, born in the jungle and lured into the strange world of humans.

He imitates gestures, examines objects. He sees a hat, he puts it on his head; he sees a seagull and is determined to fly himself; he sees a telephone and dials, accidentally summoning the fire department; he sees house painters and decides to paint.

His misadventures, particularly in the early books, are ignited by impulse and inquiry, the consequences of wanting to see and to know, and the books’ charm is that they don’t condemn this curiosity; they relish it. Reality’s hard knocks — the chases, the falls, the breaking of limbs and objects — are ultimately taken care of by the nameless man in the yellow hat, who never seems to learn that you don’t leave such a childlike creature alone with a new bike, saying, “Keep close to the house while I am gone.”

But as the exhibition points out, at least outside of the books’ frames, Curious George really did save the day, and more than once. In early September 1939, just after World War II began, the Reys — a husband-and-wife team of German Jews living in Paris — sought refuge at Chateau Feuga, an old castle owned by some friends in southern France.

At such a time, Hans A. Rey wrote in a letter, “it feels ridiculous to be thinking about children’s books.”

But that is what they were doing, prolifically, including a book about a monkey named Fifi, who later became known as Curious George.

When suspicious villagers reported the strange couple in the old castle to the authorities, gendarmes searched the place for expected bomb-making material, but the studio with pictures of the mischievous monkey convinced them of the Reys’ innocence.

Apparently, Fifi/George served much the same function when, in more serious straits in June 1940, his creators fled Paris on bicycles Hans Rey built from parts. As Louise Borden described in her 2005 picture book, “The Journey That Saved Curious George,” they left two days before the Nazis entered Paris and rode 75 miles in three days. Their four-month journey on bicycle, train and boat led them to Lisbon, then to Rio de Janeiro and New York, the drawings offering proof of their occupations when they sought American visas.

Surely Curious George could not have more deftly escaped the elevator operator, the firefighters, the farmers, the cook and the zookeepers who at one time or another pursued him through a series of seven books selling almost 30 million copies (thus saving the day for the Reys again).

Yet there is something curious here, in the sense of peculiar: a meaning that, the exhibition tells us, prevented the Reys’ British publisher from following the American example in naming the monkey. The suggestion of “strange George” would have also seemed a tasteless allusion to George VI, then the British king (which is why the character became known as Zozo in Britain).

At first, the peculiarity is not apparent. The material for this show was gathered by the museum’s curator Claudia J. Nahson, who combed through the extensive archives left by the Reys to the de Grummond Children’s Literature Collection at the University of Southern Mississippi. It is an enticing, appealing, intelligent show, for which Nahson has included personal memorabilia (including a wedding invitation sent out in 1935, soon after Hans Augusto Reyersbach shortened his last name to Rey, and Margarete Waldstein shortened her first name to Margret; Hans depicted himself as an artist’s palette, and Margret, a photographer, as a camera).

There are letters (including some fascinating prewar correspondence with the French publisher Jacques Schiffrin, who tested out one of the Reys’ early books on his son, Andre) and watercolors of George at his best, along with little-known characters from other books (like Raffy the giraffe, on whose neck a George-like monkey rides to sunlit safety above the clouds). In all, there are about 80 drawings and watercolors, along with photographs Margret took of Paris in the 1930s.

The exhibition is also true to its pictorial subject. It playfully expands some drawings into full-scale sets (you enter the first gallery through a portal resembling the entrance to a French hotel in one of the Reys’ prewar books), creates a children’s reading room (with pillows shaped like Georgian creatures) and features a gallery of the Reys’ later work, whose sets evoke the places they ultimately considered home: first Greenwich Village, then Cambridge, Mass.

And the peculiarity of the Curious George books? Like the Babar tales (which also grew out of the milieu of 1930s Paris) they have an almost colonial-era vision of the uncultivated naif at large in the imperial world. But George is far more childish. One appeal of these volumes is their almost manic celebration of innocent desire.

“Little monkeys sometimes forget,” we read of the warnings he regularly violates. Seeing something interesting, George, of course, “could not resist.” He lifts a lid on a pot of spaghetti, plays tricks on his bicycle, races down a fire escape, climbs a tree in a natural history museum. His curiosity is clever, but consequences are never foreseen: He seems to be a fearless 5-year-old.

Yet his romps began at a place and time — Europe in 1939 — when consequences were all, when almost nothing about the world could be relied on, and when curiosity had to take second place to survival. One reason the Jewish Museum has created this exhibition (and why the new Contemporary Jewish Museum in San Francisco will later show it) is that the Reys were not only Jewish, but they also had lives whose trajectory was a consequence of their identity.

But was their work also linked to that identity and their experience? Though the show points out the analogies we might make between the Reys’ adventures and Curious George’s, ultimately, of course, those suggestions are fairly trivial. There is simply nothing in these books that gives a clue of the dark times in which the first of them was conceived or the second one written, nor of the personal facts that led to the Reys’ escape. There is nothing in any of the documents here — and Nahson said there was nothing in any of the material she examined, either — that indicated the Reys gave much thought to their Jewish origins; nor is there much to suggest an awareness of the wider world in which they were moving.

There is a letter here from 1939, written by Hans Rey from the Chateau Feuga, where the couple had taken temporary shelter; he expresses concern about the war, but notes that “life goes on, the editors edit, the artists draw, even during wartime.”

And yes, it does indeed go on, if you can find shelter, though generally, artists and editors have been deeply affected by their experiences. That letter to Schiffrin, in fact, went unanswered for months, since the editor had been drafted into the French Army; he later had to flee for his life as well.

The duo must have been terrific together; Margret Rey explained how she would often act out George’s gestures as her husband drew. The man in the yellow hat, the exhibition explains, was like Hans Rey, even smoking a pipe. Was George, then, a sort of joint cocoon for them, shaping a world secure enough to exist independent of the forces that gave them chase?

The Reys never had any children themselves, though many young readers may have pledged familial allegiance. Later in life, we read, Margret Rey told of a little boy who came to meet them, thinking they were the parents of Curious George. With “disappointment written all over his face,” the boy said, “I thought you were monkeys too.”

Not quite, of course — any more than the world in which George moved was the world the Reys knew, all too well.