Miles Orvell, a professor of English and American studies at Temple University, has compiled a list of the top five greatest works of Great Depression-era American literature (that aren’t The Grapes of Wrath):
Let Us Now Praise Famous Men (1941), James Agee and Walker Evans
Miss Lonelyhearts (1933) and The Day of the Locust (1939), Nathanael West
Come Back to Sorrento (1932), Dawn Powell
They Shoot Horses, Don’t They (1935), Horace McCoy
Call It Sleep (1934), Henry Roth
Hard to argue with those, and it’s always nice to see Call It Sleep included. But I still have a hard time swallowing Orvell’s assertion that the Depression-era literature has been “largely dismissed from the cultural record.” He backs up that point by saying that a “current standard survey textbook of American literature devotes just three pages out of 1500 to Depression Era literature.” And true, the Norton Anthology of American Literature does seem a bit stingy (PDF) on that front—a couple of WPA guide excerpts couldn’t hurt. Yet all five of the works Orvell cites are still in print, and there are plenty more besides—just thinking about crime fiction alone, The Big Sleep and The Maltese Falcon both did a fine job covering “despair” and “corruption” (two of Orvell’s stated threads for Depression lit). Hell, William Faulkner’s greatest run as a writer occurred during the Depression.
markathitakis.com 
What about James Farrell’s Studs Lonigan trilogy? Would you count those?
And though I’m not really a fan any longer of his work, mostly, Steinbeck’s In Dubious Battle presents a view of a strike, from the workers’ side of course, that speaks to the times.
Embarrassingly enough, the only Farrell work I’ve read is his early Chicago journalism. Obviously something I need to fix….
The author of “Miss Lonelyhearts” and “The Day of the Locust” is Nathanael West, not Nathaniel West.
Indeed it is. Fixed.