Lassally was born in Hamburg, Germany, in 1932. His Jewish family fled to the Netherlands in 1938, where, he told NPR in 2012, he was a classmate of Anne Frank. His father died when he was 10, and soon after, the Nazis sent him, his sister and his mother to the Westerbork concentration camp in the Netherlands and then to Theresienstadt in Czechoslovakia, which the Nazis tried to use for propaganda.