The single most important source of uplifting entertainment during the years of the Great Depression, other than drinking in violation of the government's prohibition on alcohol, which ended in 1933, was film. As it would in later years during World War II, when patriotic films and light comedies were intended to both boost morale and ease tensions among the public, film studios responded to the depression with films intended to entertain the viewing public and help it take its collective mind off of its suffering. Again, as would recur during the war, these films tended to take several main directions: light comedies, including musicals, horror films, and, instead of the patriotic films that would be produced later, films about gangsters.
The early 1930s witnessed an explosion in horror films intended both to frighten audiences and to provide a momentary diversion from the financial miseries most of the country experienced. "Dr. Jekyll and Mr. Hyde" (1931), "Frankenstein" (1931), "Dracula" (1931), "The Mummy" (1932), "The Invisible Man" (1933), "King Kong" (1933), and "Bride of Frankenstein" (1935) were all produced during this time frame, and all were successful, in addition to providing enduring images that survive in film to this day.
Gangster films similarly proliferated, fed in no small part from sensationalist newspaper stories regarding the exploits of such well-known crime figures as Al Capone and Clyde Barrow and Bonnie Parker ("Bonnie and Clyde") gang, who were active during the early 1930s. Films like "The Big House" (1930), "Little Caesar" (1931), "Scarface" (1932), based loosely upon the Capone legend, "The Public Enemy" (1931), "G Men" (1935), "Angels with Dirty Faces" (1938), and "The Roaring Twenties" (1939) were all, as with the above mentioned horror films, well-received by a public starved for entertainment and enthralled with the real-life activities of the criminals many of these films loosely depicted.
Finally, as noted, so-called "screwball comedies and musicals were produced to provide lighter fare intended to cheer the masses. The most notable of these efforts were "42nd Street" (1933), "It Happened One Night" (1934), "Anything Goes" (1936), "The Awful Truth" (1937), "Bringing Up Baby" (1938), and "Babes in Arms" (1939) were all produced during this period. Mention has to be made to the escapist films that starred the recently deceased Shirley Temple, whose cuteness and talent for singing and dancing enchanted many audiences during this period of time.
In addition to films, radio was an important source of entertainment, reaching many American homes and providing a constant companion to those lacking the financial means to go out. Popular detective and "superhero" series involving Charlie Chan, Sherlock Holmes, Ellery Queen, the Green Hornet, the Shadow, and Buck Rogers were all a major diversionary tool employed by American households throughout the decade. Radio also brought baseball into many homes. The 1930s were an important period for the history of baseball, with future Hall of Fame players like Lou Gehrig, Babe Ruth, Hank Greenberg, Jimmie Foxx, Lefty Grove and many others playing during this time and providing enormous levels of entertainment for millions of Americans.