If you have the interest (and the time!), this documentary series has unbelievably great footage and solid research on the wonderfully wild 1920s. I watched it on the recently despised Netflix.
Legendary Sin Cities (TV mini-series 2005)
Of all the remarkable events of this century perhaps the most fascinating has been the spontaneous growth, flowering and then decay of a handful of great cities. These cities were places where art, culture and political liberties co-mingled with corruption, brutality and decadence. Everything and just about anyone could be bought and sold. The immigrant would struggle beside the artist. Gamblers, thieves and prostitutes co-habited with soul-savers, the rich and the powerful. The exhilarating combination of the seamy with the sublime made these places a magnet for all the lost souls and refugees of the world. Pushing the limits of tolerance and freedom, they defined the social, political and sexual culture of the 20 th century. Their names ring out: Paris of the '20s, Berlin of the '20s and '30s and Shanghai of the '30s. In the period between the wars, these were the LEGENDARY SIN CITIES of the world... via www.imdb.com