I learned a huge amount of stuff as a kid playing role-playing games. Okay, I still do play RPGs. I meet with a few friends to play D&D (which I never actually played as a kid) every few weeks. Resource books about different historical periods were probably the main source of info - Arthurian legend, medieval Europe, Lovecraft, etc.

Anyway, here's a neat resource, that would probably be pretty sweet for anyone wanting to write fiction set in the decade. Dirty '30s has lots of sweet info about the Mafia, Nazis, Commies, gumshoes, jazz, and all that other cool shit from the over-romanticised Depression times. Yay, art deco, etc. Fun times. Kind of.