Like Captain America and Winter Soldier Logan is also a super-Soldier so I was wondering is there any stories that are set during WW2 or any war really?

Yes. Somme of the Wolverine Origins series has Logan dealing with Cap and Bucky. I know Millar did a single issue to cap off his Enemy of the State trade that had an implausible story concerning Wolverine in a concentration camp. I know there is an old X-men issue where Cap teams up with Logan and we see a kid Black Widow as well. There's quite a number of stories to find.

@risingbean: Any full arcs that take place in WW2? Also do you know of any Cold War set stories?

@jonny_anonymous: The Origins stuff was 5 issues. As for the cold war? Read anything from the 80's that has a political bend. I think Wolverine teamed up with Fury for a story called the Scorpio Connection that from it's description sounded like a cold war story. Can't tell you if it's any good though.

Here is the link to the team up I had mentioned. And one for the Origins arc.

@jonny_anonymous: Ok thanks for the info :)

@jonny_anonymous: This is a bit late, but some good stories with Wolverine set in World War II include Logan by Brian K. Vaughn, Wolverine vol 3 #32 by Mark Millar had a pretty awesome story with Logan stuck in a World War II concentration camp, the Origins has an arc with him and Captain America during that time, and Get Mystique by Jason Aaron showed him meeting Mystique for the first time right after World War I ended.

@wolverine08: Yea I had a look at Origins but Dillon :(