Granted, it certainly takes some balls(I speak metaphorically, as his shorts seem to evidence he has none of the real kind) to not only break out of jail, not only practice for his next caper right next to Captain America's army camp, but to do all of that, wearing that outfit, in the 1940s, without a bunch of passing Marines beating the Aryan right out of him.
I had an evil prankster idea to send this to Glenn Beck as though I were serious, telling him this is a great reason not to imprison terrorists in the US: look how easily the Red Skull got out!