Not pre-war, they are from that dang'ed 'ole "new vintage" era, but I think 2 pretty cool examples...
Jack "Lucky" Lohrke, who just passed away last month, was known for being, well...lucky.
Coming home from WWII, Lucky was bumped from a transport plane last minute to make room for a VIP. Plane went down, killing all on board.
Lohrke also escaped a terrible bus crash that killed 9 of his minor league teammates. When the bus stopped to get dinner, there was a phone message that Lucky should leave the bus and head home right away, he had been traded. A few hours later the bus went off the mountain road in the rain.
"White Lighting" Steve Dalkowski was called the fastet pitcher ever. He never had control, both of his pitches or his life.
'Nuke' LaLoosh from the movie "Bull Durham," was based on Steve.
He actually threw a ball through an outfield wall on a dare.
Plywood cutouts were placed on each side of the plate so Steve could try to learn some control. He took the wood heads right off the cutouts.
The tragic ending to the story is Steve was a fan of the grape. It caused him to suffer from alcohol dementia. Supposedly he cannot remember anything past 1964.
Both of these guy's stories can be found through Google. This post is the "nutshell" versions.
Andy