There are places to find that history and the details on Internet. Even if you find nothing in the collections, read history from the ground level. Read the stories about the Great Depression and realize that your ancestor lived through the same period of time, perhaps had the same or similar experiences.
One of the largest collections of social history is found at the Library of Congress at their American Memory web page, http://memory.loc.gov. There you will find over 9 million digital items. There are interviews, recordings, photographs, some from very early time periods. The topics of their collection are categorized as advertising, African American history, architecture, landscape, cities, towns, culture, folklife, environment, conservation, government, law, immigration, American expansion, literature, maps, Native American history, performing arts, music, president, religion, sports, recreation, technology, industry, war, military and women's history. You can browse through the collections or search all of them, as well as select a collection of interest. Be sure you search by areas and surnames, as well as topics.
From 1936 to 1940 the Works Progress Administration (WPA) interviewed people. Also at the Library of Congress are 2,900 documents of these interviews. You can read and search them at http://memory.loc.gov/ammem/wpaintro. The collection is from 24 states. People interviewed reported things as they knew them and in some cases you will glean family information. For example, an interview conducted with Mrs. Kate Jenkins in 1938 revealed that she was living in Sioux City, Iowa with a daughter, Mrs. Frank Macomber. The interviewer went on to report that Kate was actually Mrs. Sam Jenkins and was born in Manchester, Iowa in 1864 and that she had two daughters. You will never know if your ancestors was interviewed by the WPA unless you look through the collection.
The Library of Congress American Memory collection also contains the First Person Narratives of the American South, 1860-1920. This collection contains 140 diaries, memoirs, former slave accounts and more. Check it out at http://lmemory.loc.gov/ammem/award97/ncuhtml.
The narratives are a compilation of printed texts from the libraries of the University of North Carolina at Chapel Hill. Because of the early date of some of the narratives, they are priceless for information on slavery and the South. A colorful example is the Civil War diary of Miss Belle Edmondson of Shelby Co., Tennessee. She was a Confederate spy. On 15 February 1864 she wrote, "... was startled by the reports of six or seven guns ... arrived at the gate found all the family, both white and black, in the greatest state of excitement..."
The Women of the West Museum in California has a web site with interviews, letters, photographs and more depicting the western women. One especially interesting collection is "There Are No Renters Here" at http://theautry.org/explore/exhibits/sod. This pertains to Mattie Oblinger and her family who settled in Nebraska after the Civil War. Mattie and her husband and daughter left Indiana to claim land under the Homestead Act. She left a large number of letters, one which was written to her family on 16 June 1873. Her comments were, "Every lick we strike is for ourselves. I tell you this is quite a consolation to us who have been renters so long. There are no renters here."
A vast amount of information can be found at the Ohio Memory web page. They have over 4,1000 collections pertaining to Ohio life and history. Entire books, documents, manuscripts and books can be read and saved in pdf format. The collections can be searched or browsed at http://www.ohiomemory.org.
If your research emphasis is on the Great Depression, be sure to browse through the collections at the New Deal Network http://newdeal.feri.org. The library contains over 900 articles, letters, speeches and more. There are over 5,000 Great Depression photos in their photo gallery. Documents from the Great Depression can be found in Archives in the Attic.
Many state libraries and archives have similar collections, some of which are now on Internet. Start looking at where your ancestors lived and dig deeper into social history to learn how they actually lived.