My railroad is set in 1938. I have found a number of research sites that are useful for finding photos, posters, construction ideas and period details. As I talk about elsewhere, prototype includes not just the buildings, locomotives and rolling stock of a railroad, but the environment in which they run as well. Here are some places that will help you submerge yourself in the 1928-1943 era.
Smithsonian Color Photos Over 1,600 depression era color photos
Shorpy Best vintage photo site around
CardCow Postcards on all topics, great for research
Library of Congress Congress may be a dysfunctional group, but the Library is not! (John Adams: “one useless man is a disgrace, two are a law firm, and three more more become a Congress”
American Memory Project gives access to signs, photos, everything you need.
Historic Structures Historic structure photos from all over, all types
Historic Postcards Seocom Enterprises: huge number of cards for sale, can look at them too
Specific Research Topics