Raoul Wallenberg died of an infraction in soviet captivity, according to the NKVD(soviet intelligence agency before the KGB).

In reality, he was tortured by the NKVD and SMERSH( the intelligence agency within the Red Army), who suspected he was a spy. Because of his hero status, they could not just release him; that would hurt the reputation of the Soviet Union. If released, his story would not only be of heroism but also of personal tragedy. Therefore, he was secretly executed on direct orders from Stalin. This was their best option as they kept plausible deniability that he might have died of illness.