All of us that are old enough to remember the "Great Depression" aren't likely to think about it with anything but bad memories and can't possibly see anything good that came out of it.
It was created in 1936. 
If we didn't live it we probably read about the road crews that built roadside parks in Texas, built dams and channeled rivers.
I have photos of my father, uncles and grandfather in the C. C. C. Camps that existed.
Those jobs were what saved my family from starvation and probably thousands of other.

There were some other Works 'Progress' (which became 'Project") Administration Programs that saved others too. And, as genealogists, we have a debt of thanks to those folks that worked on these.

If you have heard of the "Historical Records Survey Program" that also, was a part of the W. P. A. and you have already used the results of this program. 
In this, the government hired people to inventory all records, whether public or private, that had any historical value. 
Some of the private collections and records are in libraries, archives and museums.
As are all of the public records. 
There are  records typically called "Guides to Public Vital Statistics" They will tell you what year the births, deaths, marriage, divorces, etc. began in that state and the legal requirements for them.
Also, which dept. of the county government was responsible for that record at what time. 
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The ones I want to tell you about are the ones that were done by teams of folks who went to a county courthouse and did an inventory of all records of that county.

They listed every historical record, that was kept by that county,  of any kind, in that courthouse, from the time of the creation of that county up to the time of the inventory.
AND, where they were located in that courthouse or repository. i.e. "in the second file cabinet on the left, in the clerk's office on the second floor." There should be a separate volume for each county.

Now, you should remember that the location of the items listed may not be in that exact place, by now, 60 or more years later. But, you can be sure they exist and you will be able to find them

These county inventories were supposed to be published. However, some that were done, were never published, due to our entry into, WWII.
So, there are lists of county inventories that are published and some that are unpublished. 

The ones that were published will be in state archives, state universities or large repositories of historical material.
Some large libraries have many of the published ones. Houston and Dallas Genealogical libraries are some that do. 

If they are not published, you can still find the inventory. The largest portion of them in the archives of the state. But, again, some are in a large college or university.
But, they will not be listed for you, all nice and neat, in a book. They will be in boxes of paper, filed by subject and will require a paper by paper search of what you want.
 

By knowing what was included in these "published" inventories, you will know what to ask for in a county.  The format of the published records and the examples, will help you to know what format of the to ask for when you go to a county that has unpublished inventories. 

Another inventory, was the cemetery survey and in some state and counties, that is the only record in existence of tombstones that have now been obliterated by time. 

I have not been able to find whether every county, in every state had a cemetery survey, but the ones that were done, were mostly finished by 1947.

Texas did not have a cemetery survey according to everything I can find. 
North Carolina had one and there are cards for every gravestone listed in 1942 in North Carolina, in the state archives.
Georgia and Tennessee had partial ones done and there seems to be a new interest in completing this.
Not, by the government but by private groups as is being done, in Texas.
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Speaking of which, Angie Spangenburg reminded me of a link that is super for finding gravestones of relatives, that you didn't know had gravestones or where they were buried 
It is the Cemetery Transcription Library. It says it has 8, 375 cemeteries from around the world with nearly 4 million cemetery records. 
www.interment.net 

Another project was, the Soundex system for finding your family surnames by sound.I'll bet you have all used this tool. 

The Narrative Slave Histories was a project done by the WPA. (called the Federal Writers Project)
North Carolina has a great web site for this at:
http://memory.loc.gov/ammem/snhtml/snhome.html

Another project was the Religious Archives Inventory. If you've been to Virginia, you know the archives there, has a published inventory of the church records and the bible records is a project that followed in later years. These are absolutely irreplaceable when searching for old church records in Virginia.
Florida, Oklahoma, and Tennessee are other good ones.  The state of New York had so many churches that a separate inventory was created, for each denomination. 

When I think about what those wonderful people  did for us,  I am simply overwhelmed. 
They were willing to work, wanted to work and were simply looking for a way to make a living and feed their families. What a wonderful legacy, they created for us! .........Too bad, it can't be done again...
 

(Transcribed from the original documents by Bill & Sue Ashby)
The text and format of these documents as a standard form, filled in by the clerk of the court where it was recorded, with information provided by the applicant and signed, if possible by the applicant.

The below are full examples of the form and format of the documents. The subsequent names will not have the full example, just the written information. 
The underlines are the blank spaces that were to be filled in by the clerk and applicant and are what is in ink.
These three documents are the three that are necessary to become a citizen, in chronological order.
 

No. 4/1364                                                                                                                 Serial No. 1427223

Office Of:    Inspector in Charge,
At:  Galveston, Texas  - September 18, 1916

This is to certify that the following-named alien arrived at the port indicated, on the date and in the manner described below, viz:

Name of alien: Wajnberg, Abram
Port of Entry: Galveston, Texas
Date of Arrival: August 19, 1911
Name of Vessel:  * Frankfurt                           Line N. G. Lloyd

MM                                                                          James B. Bryan
                                          Title: Inspector in Charge
*Or railroad company, or any other conveyance
 

I Abraham Weinberg, aged 18 years, Occupation - Clerk, 
do declare on oath that my personal description is:
Color: White; Complexion Dark; Height 5 feet 8 1/2 inches ;Weight 155 pounds; Color of hair, black; Color of eyes black; other visible distinctive marks None:

I was born in Loueza Russia, on the 25th day of December, anno Domini 1894, I now reside at Victoria, Texas.

I emigrated to the United States of American from Bremen, Germany on the vessel, Frankfurt; my last foreign residence was Loueza Russia.

It is my bonafide intention to renounce forever all allegiance and fidelity to any foreign prince, potentate, state, or sovereignty, and particularly to Nicholas II, Emperor of all the Russia, of which I am now a subject. 
I arrived at the port of Galveston, in the State of Texas, on or about the 20th day of August, anno Domini 1911; I am not an anarchist; I am not a polygamist nor a believer in the practice of polygamy; and it is my intention in good faith to become a citizen of the United States of America and to permanently reside therein; SO HELP ME GOD.

                                                              Abraham Weinberg
                                           Subscribed and sworn to before me, this First
                                           day of January, anno Domini 1912
                                                     C. Dark, 
Clerk of the U. S. District Court, 
                                            By Jesse Donald, Deputy Clerk
 

             Subscribed and sworn to before me, in open Court this 3rd day of December A.D. 1917
                                                                                                                         S. E. Hargoer(?), Clerk
                                                                        ___________________________

                                                        ORDER OF COURT ADMITTING PETITIONER
Upon consideration of the petition of Abraham Weinberg, and affidavits in support thereof, and further testimony taken in open Court, it is ordered that the said petitioner, who has taken the oath required by law, be, and hereby is, admitted to become a citizen of the United States of America, this 3rd day of December, A.D. 1918.
(It is further ordered, upon consideration of the petition of the said _______________________________, that his name be, and hereby is, changed to ____________________________________, under authority of the provisions of section C of an act entitled " An Act to establish a Bureau of Immigration and Naturalization, and to provide for a uniform rate for the naturalization of aliens throughout the United States", approved June 29, 1900:
    By the Court:                       N. Frebbs, (?) Judge

(The above portion was not filled and was marked through. I also had problems reading the names of the clerk and judge - Sue)