The Great Impersonation - S1-E21
Trivia: Toward the end of the episode, look carefully at the Commandant's office exterior of Stalag Four. It has a white railing, a few other support pieces, and a sign "Stalag 4" under the office sign. It is the same exterior for Klink's office, just re-dressed.
Answer: It's a comedy, not a documentary.
stiiggy
Perhaps it was counterfeit. There are numerous episodes where they deal in counterfeit monies.