Of WWII yes, current ones - especially Russian - can go far deeper.
Penguins are crap at firing Torpedoes and Nuclear missiles - Fact!
Typhoon tested to 400m. Deepest observed Emperor penguin 565m. Of course there's some leeway here because Russia might not make a point of accurately declaring the abilities of their war machines.
As I understand it (I'm certainly no expert) the reason for this is that there's simply no value in designing a military submarine to go any deeper. As long as they can get beneath a few thermoclines, the purpose of being underwater has been achieved.