The NY Times has a great video feature on it's site called "The New Hard Times".
The Times set up a number of interviews between people that lived through the Depression and the generation hitting the workforce today. There are some interesting stories and comparisons between the two.
The site also invites people to submit their own video interviews and the best ones are featured on the site.
For some Western Can Con check out the CBC Archives (including this this interview with James Gray, writer of Booze, Red Lights on the Prairies, The Winter Years etc.).
I also found this post at Winnipeg Eats regarding Depression era cooking. Mmmm...egg drop soup !