Good, Bright Days (1919-1927): National Film Board of Canada
A documentary of events in Canada from the end of World War I into the economic boom of the 1920s.
Sunshine and Eclipse (1927-1934): National Film Board of Canada
A short documentary on events in Canada from the heyday of the 1920s to the plight of the Great Depression.
1920 by 
1930 by 
Depression Stories by
A first hand account of daily life in British Columbia in the Thirties
The Depression Years: Canada in the 1930s by The Great Depression: Statistics Canada
Tables, charts and photos of the Great Depression in Canada
The Great Depression of the 1930s in Canada: Michiel Horn
This booklet outlines the history of the Great Depression in Canada.
HISTORIC IMAGES:
The Great Depression: The Canadian Encyclopedia
Information and images of Canada in the 1930s.
The Great Depression: Contemporary Events of the 1930s: Tha Canadian History Project
Information and pictures of events in Canada in the 1930s
City of Vancouver Archives
Use the search term "depressions". This provides you with a number of articles and photos of Vancouver during the 1930s.
Historical Photographs of BC and Yukon - Vancouver Public Library
An online collection of more than 30,000 historic photographs.
Select Search Digitalized Historical Photographs and use the keyword "depression".