Rudy Steiner is, at first, too young to fully understand the extent of his courage and his opposition of Hitler. It is his personality to be a fighter, and for him, it starts with an original fight for two things: to be fed, physically, and to win the heart or the approval of Liesel.
"The Jesse Owens Incident" is a humorous portrayal of Rudy's innocence, yet it distinctly shows that he has not succumb to the power of the Hitler Youth, propaganda, nor the war in general. He is impressed with the American Jesse Owens, and the fact that the athlete is black has no affect on Rudy's awe of him. This is his first act of courage.
Rudy also displays courage when he and Liesel join the older boys to steal produce. This courage is motivated by his hunger, but certainly Rudy knows the difference between right and wrong. In this act of defiance and rebellion, Rudy demonstrates, again, an innocent choice to preserve his own well-being over the well being of his country and even his family. Remember, he never shares the fruit with anyone but the other thieves and Liesel.
Finally, Rudy displays courage in his unconditional devotion to Liesel. He helps her steal books, he keeps the secrets she reveals to him, and he is content not to ask questions nor know the full extent of the things she does not reveal. Like Liesel, he slowly comes to learn more and more about the Nazi Party, who is for it, and who is against it. As he realizes Hans Hubermann's non-roll in the Party, he is courageous to continue supporting Liesel (and therefore Hans) simply because he respects Liesel's love for her foster father.