Once & Then by Morris Gleitzman (Paperback, 2006)

That's the good thing with stories. There's always a chance they can come true. Felix is lucky. Unlike the other children in the orphanage, he's certain his parents will come back for him one day. And whatever the Nazis do and however many books they burn, Felix's imagination provides him and his companions with an endless supply of stories - stories that protect them when they're on the run, shield them from the violent madness all around, give them hope when all seems lost, and one day may even save Felix's life. Once & Then is a spellbinding story of hope and imagination in the most terrible circumstances. However my story turns out, I'll never forget how lucky I am.