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.
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.