After Norway was occupied by Nazi Germany in 1940, Levin continued to perform but was subjected to daily threats and restrictions on the venues and music he could play. When Nazi authorities in occupied Norway started arresting and deporting Jews, Levin went under cover with friends and eventually fled to Sweden. The rest of his family arrived in Sweden a few days later, but many of Levin's closest relatives were deported from Norway and were victims of the Holocaust in Auschwitz.