They fled Hungary to avoid death during the holocaust.
Zsa Zsa converted to catholicsim and intermarried 9 times
"Gabor's mother, Jolie, was an aunt of Annette Lantos, wife of Hungarian-born U.S. congressman and Holocaust survivor, Tom Lantos.[10][11] Jolie was Jewish[11] and barely escaped Hungary after the Nazis occupied Budapest in 1944..."
The Gabors always adjusted the facts to suit the needs of the moment, according to Cindy Adams. "They would lie about everything," Adams says. "When I wrote my book about Jolie, Eva was getting married to her 44th husband, and the wedding gown was very décolleté. Between the fleshly hills of Gabor was a cross larger than St. Peter's Basilica. The Gabors were Jewish, so I said to Jolie, 'What's with the [censored] cross?' Jolie said, 'Eva's new about-to-be-husband hates the Jews, so in this book you make us Catholic.' They have always lived with no reality; there was never any truth to anything."
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