Some archives and special collections have digitized documents in their collections making them accessible to researchers around the world. Below are a few open digital archives with collections focused on the 1930s.
The British National Archives have made available digital copies of the Cabinet Papers. Organized into themes to help with searching topic coverage includes diplomacy and foreign affairs, economy and infrastructure, and society and welfare of the state.
Diplomatic and professional papers of George S. Messersmith (1883-1960). The papers include extensive discussions of political and economic matters regarding Europe during the 1930s and Latin America in the 1940s and 1950s.
The American Presidency Project is a collection of presidential documents including speeches, memoranda, written statements, letters, etc. Can search by president to locate only documents relating to that presidency.
The Harvard Project on the Soviet Social System (HPSSS) consists chiefly of summary transcripts of 705 interviews conducted with refugees from the USSR during the early years of the Cold War. A unique source for the study of Soviet society between 1917 and the mid-1940s.