Our catalog has many books on the Great Depression, the most recent being Amity Shlaes' The Forgotten Man: a History of the Great Depression. You could go to our New York Times Historical Archive site to read articles from the 1930s. And of course our article databases like Business Source Premier and America: History & Life would be excellent resources.
There are some great websites too, like the Library of Congress' American Memory page, which has, among other things, a collection of photos from the 1930s. Pictured here from that collection are two CCC boys at work in Maryland,