As the events of early-World War II unfolded in Europe, the Sharps began an "International Relations Club". Following the Munich Pact which ceded the Sudetenland (part of Czechoslovakia) to Germany, Sharp and her husband (alongside many American Unitarians) felt that something must be done to give assistance to the victims of persecution. The American Unitarian Association (AUA) raised funds, allowing the Sharps to travel to Prague on 4 February 1939 as representatives of the commission for service. In the same period, Robert Dexter, head of the Department of Social Relations for the executive committee of the AUA, traveled to Europe with Quaker representative Richard Wood to make contacts in Geneva, London, and Paris, and thus to create a network of relief workers and sympathetic politicians across Europe. They sent back a report in November 1938, stating that over 20,000 people would need immediate emigration assistance. Under Dexter's leadership, a temporary committee was formed to help endangered refugees, and in May 1940 the organization was officially founded as the Unitarian Service Committee.
Martha and Waitstill Sharp were recruited to work in Czechoslovakia, where a large community of Unitarians were present under the leadership of Norbert Capek. Later Martha and Waitstill recalled grave misgivings about leaving their children of seven and two, but they were convinced they would be well taken care of living with family friends inside the parsonage. Their church would be headed by Everett Baker in their absence.
On 14 March 1939, the Nazis were quickly advancing on Prague, but the Sharps decided to remain and continue their program, which was the most significant private American effort on behalf of endangered refugees in Czechoslovakia. In Prague, the Sharps worked closely with members of the American Friends Service Committee (Quakers) to advance refugees' visa applications to Great Britain and elsewhere. Along with Waitstill, Martha administered a relief program after seeking advice from Alice Masaryk and other prominent Czechs.
On one occasion, Martha Sharp escorted 35 refugees, ranging from politicians to children whose parents had committed suicide, to Great Britain. On a different occasion, she arranged for children to leave—in accordance with local narrowing-law—by the "Care of Children from Germany", a British organization (see Kindertransport). In the summer, the Gestapo closed their offices, but Martha continued until August, and stopped only after learning that she faced arrest.