Open Culture, I learned that Washington University has digitized and archived 148 first person accounts of the Great Depression. The accounts cover events from 1929 to the beginning of U.S. involvement in WWII.
You can find all of the videos on Washington University's YouTube channel.
Applications for Education
When I used clips like these before showing students a video I would describe a scenario to them how and ask them how they would have responded in a situation similar to that shared in the video they were about to watch.