Charts of various data sets relevant to the business cycle are available at the St. Louis Federal Reserve Bank’s website.
Here is GDP:
http://research.stlouisfed.org/fred2/graph/?id=GDPA
Once you get to the page, click on “edit graph” and you can set the years included, restricting them to 1929-1941 and the graph will be redrawn.
The NBER is the organization that officially dates business cycles:
http://www.nber.org/cycles.html