Fans of pulp and other inter-war gaming might be interested in seeing these rare color photos of life in the US in the 1930s and 1940s. It should give you some good ideas about colors.
Mobsters is a set of roleplaying rules for 1920s gangsters. It’s a well-done and complete game.
Dirty 30s is a sourcebook for role playing games set in the 1930s. It has a timeline and notes on fashion, slang, prices, jazz, Natiz, Commies, the Mafia, wars, Airships, weapons, cars, ships trains, art, architecture and more.