The Library of Congress has a huge collection of color photographs from the 30s and 40s. There's a Flickr stream here: http://www.flickr.com/photos/library_of_congress/sets/72157603671370361/
A few years ago, a small fraction of these were published in a book (and I can't for the life of me remember the title), but this Flickr collection is much, much better. Make sure to view "All sizes" to see larger, more detailed versions. I've only made it through a handful of the photos, but so far I really like this one:
Those clothes are fabulous!
Here's another gem from the LoC Flickr set:
These kids are hardcore - for one thing, the lake doesn't look frozen enough. For another, I think the kid in the right foreground is dragging one of his fallen comrades across the ice. That's gotta be cold!
Okay... one more... Consider this one the precursor to Digg or Reddit, 1940's style: