You Did NotThe Clothes Have No Emperor, pg 77:
12/6[/1983] The Israeli newspaper Maariv reports that during a meeting with Prime Minister Yitzhak Shamir, President Reagan -- who spent World War II making training films in Hollywood -- claimed to have served as a photographer in an army unit filming the horrors of Nazi death camps. Shamir says Reagan also claimed to have saved a copy in case there was ever any question as to whether things had really been so bad. When asked just that question by a family member, Shamir quotes him as saying, "This is the time for which I saved the film, and I showed it to a group of people who couldn't believe their eyes."
Reagan told a similar tall tale to an incredulous Simon Weisenthal, which I'm sure I'll get to somewhere in the book.