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There were films such as King Vidor's Our Daily Bread and the film adaptation of The Grapes of Wrath which explored social issues.  There were also social messages in Mr. Deeds Goes to Town, Mr. Smith Goes to Washington, and Meet John Doe, which focused on positive values in small towns and the goodness of the common people.  This was in contrast with the corrupt city and urban rich.  These films showed some concern for problems created during the Great Depression.

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People wanted to escape the harshness of life, so magazines like Life arose that took many photos of stunning events and places that made Americans feel better.

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Novels such as Jack Conroy's The Disinherited, which showed a grim difficult picture of of the lives of coal miners and James T. Farrell's Studs Lonigan, which depicted a lost, hardened working-class youth were released.  Another novel was John Steinbeck's The Grapes of Wrath, which praised the spirit of community and depicted the harsh and exploitative features of farm life in the West.  There was also Erskine Caldwell's Tobacco Road which detailed southern, rural poverty. Some of these novels showed the disillusionment people had with life in America after the Great Depression.

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Walt Disney began to dominate animated films with Mickey Mouse and Snow White.

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Band concerts were broadcast from dance halls through radio.  This helped jazz and swing music achieve wide popularity.

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People like Gracie Allen, George Burns, and Jack Benny got popular. These comedians brought new comedy to a broad audience (a form of escapism).  They would help influence television later on.

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The radio brought people together to listen to major events (like the World Series in baseball) going on or just to hang out and dance.

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The Great Depression caused more families to break up. For example, some men deserted their families out of shame that they could not support them. Also, the marriage and birth rates declined.

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Consumerism was significantly weakened by the Great Depression.  This was shown as women were now more prone to sew clothing instead of buying it.  Also, women preserved their own food instead of buying it from stores.  Home businesses like selling baked goods and taking in laundry occurred more often than in the 1920s.

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There were many radio shows that sought only to entertain and distract people from the hardship of the Great Depression. They proliferated during the time with shows such as Dick Tracy, Superman, and The Lone Ranger.
The popularity of these programs show how much Americans were trying to escape their troubles.

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Soap companies would advertise to women during the Great Depression during soap operas.  This shows that some consumerism was still around during the Great Depression.

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The New Deal during the Great Depression helped inspire (and fund) people, like Pare Lorentz, make documentaries such as The Plow That Broke the Plains and The River, which celebrated the New Deal and criticized capitalism.
This helped make the left more respectable at the time among everyone, including intellectuals, workers, and others.