You can't compare "polls" or "studies" from the 1930's to 2010 because definitions and attitudes have changed so dramatically during that timeframe. For Christ's sake... LABATOMIES were still a standard and mainstream mental health practice at that time! Today pretty much anyone who's down in the dumps would say they feel "depressed", and anyone who is high-strung would say they experience "anxiety". Eighty years ago, however, they would simply say they feel "sad", or "nervous". It would be far less likely for them to REPORT such common feelings, and far less likely for the medical butchers of the time to label it as mental illness unless it were truly asylum-worthy.
It's preposterous to say that depression and anxiety are more prevalent today than during the Great Depression, and the worst war the planet has ever known. The only thing more prevalent today is our willingness to label those states of mind as such.