In the era of depression, one thing that, for good or for bad, is keeping people hopeful and dreaming has to be entertainment in general and cinema in particular.
The golden era of Hollywood in the Thirties chose to address the issue of depression with glam, lights and wit. Interesting perspective. It would become the place of solace and comfort, for the time of a movie, a place to hide and forget your troubles.
And if you watch those movies nowadays, they still hold the same function of making you feel better without arrogance.
The great thing about the Internet is that you can get to watch some of these movies for free, and legally.
The site "Movies found online" lists all the movies in the public domain, free of rights that you can watch online, mostly on Google videos. And surprisingly a lot of them are actual masterpieces.
His Girl Friday (1940) - Howard Hawks at his best, with Cary Grant and Rosalind Russel
Second Chorus (1940) - a very nice musical with Fred Astaire and Paulette Goddard
It's a Wonderful Life (1946) - hardly needs an introduction
Meet John Doe (1941) - Gary Cooper and Barbara Stanwick in a minor Capra movie
Animal Crackers (1930) - with the Marx Brothers
The Amazing Quest of Ernest Bliss (1936) - with Cary Grant
That's just a tiny sample: in there you can also find Chaplin's The Gold Rush or The Kid, Buster Keaton's shorts, Fritz Lang's M, The Cabinet of Dr. Caligari, Freaks, Hitchcock's Secret Agent and Sabotage, silent cult movies Battleship Potemkin, The Andalusian Dog (couldn't get myself to see it yet), Intolerance, post-war era Scarlet Street, The Third Man, Rashômon and even "closer" to us, joyful Help! and amazing Yellow Submarine. There are also many more movies that I never heard of with tempting names like "Colossus and The Amazing Queen", "Gayniggers from Outer space", "The mystery of the leaping fish", etc... If you like documentaries, there are a bunch too. Who needs Mininova anymore?
It's surely not DVD quality but it's available right away.
Strangely the site has not listed one of my all-time favorite that you can find directly on Google, My Man Godfrey (1936) by Gregory La Cava, with Carole Lombard playing the irresistible lovable funny whiny spoiled rich girl you want to spank.