In short, Wikipedia tells us that Lassie Come Home is a 1943 MGM feature film starring Roddy McDowall and canine actor, Pal, in a story about the profound bond between Yorkshire boy Joe Carraclough and his rough collie, Lassie. The film was directed by Fred M. Wilcox from a screenplay by Hugo Butler based upon the 1940 novel Lassie Come-Home by Eric Knight. The film was the first in a series of seven MGM films starring "Lassie."

"The original film saw a sequel, Son of Lassie in 1945 with five other films following at intervals through the 1940s. A British remake of the 1943 movie was released in 2005 as Lassie to moderate success. The original film and its sequels continue to air on television and have been released to VHS and DVD."

So what's the connection between "Lassie" and the FBI warranting some comment here?  Well, it wasn't necessarily the dog's relation with the Bureau but more so its creator, a Brit named Eric Knight, who wrote the 1940 novel.  

During World War II, "Lassie" creator, Eric Knight was on a plane over Dutch Guyana with FBI Assistant Director In Charge (ADIC), Percy "Sam" Foxworth, SA Harold Haberfeld, and many others on a secret mission.  The plane crashed and Foxworth, Haberfeld and thirty something others were all killed. 

See this link about Knight, "Lassie" and the mission: 

http://www.telegraph.co.uk/culture/film/3648215/The-amazing-life-of-the-Brit-who-created-Lassie.html 

More on Foxworth and the Bureau mission here at the FBI website: 

http://www.fbi.gov/page2/jan04/crash011504.htm

According to Dr. John Fox, the FBI's Historian, he tells us in 2010 that, "the details of that fatal trip are no longer classified. Foxworth and Haberfeld were traveling to North Africa to investigate charges of collaboration with the enemy against a man named Charles Bedaux who had been arrested by the Army. Bedaux was quite a character--American born, trained by a Parisian pimp, became a wealthy businessman in North Africa at the start of the war. Two other agents brought Bedaux back to US and placed him in Army hands. He committed suicide while incarcerated. There is some good info on it at National Archives including the leather folder and contents that Foxworth carried with him on that fatal flight. It was recovered at the crash site." 

Both Haberfeld and Foxworth were remembered in a 1991 article out of the Bureau's internal magazine, "The Investigator" ~ readers can access the copy here.

For additional information of readers, relatives of Foxworth donated many of his papers to "Ole Miss" University several years ago and more info on what's there can be found with an inquiry at the University itself.