For useful statistics the the period, Tom Woods cites Kenneth Weiher, America’s Search for Economic Stability: Monetary and Fiscal Policy since 1913 (New York: Twayne, 1992), pp. 26-37.
Here is a NBER paper on unemployment in the U.S. from 1900-1954:
http://www.nber.org/chapters/c2644.pdf
The historical data on the St. Louis Fed’s website is FRASER, not FRED. You might search FRASER for data on production and GDP.
http://fraser.stlouisfed.org/
