Here is my pick of the litter from the 1930s:
1935 Mutiny on the Bounty
Mutiny on the Bounty surprised me for a lot of reasons... the special effects, the adventurous storyline, the courageous performance from Clark Gable, etc. But the first and foremost reason is Charles Laughton as Captain William Bligh! By playing this character Laughton deserves recognition for bringing to life a villain of equal stature to Darth Vadar, Hannibal Lector or any other malevolent screen creation you can think of. He is simply an evil incarnation of a man and I too wanted to mutiny against his wicked ways!
1930 All Quiet on the Western Front
Any preconceptions I had of older movies lacking the ability to shock and stun you were blown away by this truly guttural experience. The psychological horrors of the first World War are brutally portrayed in this film and it is such a shame to think that its release came only years before the world was embroiled once more in another great war.
1939 Gone With The Wind
It would be very difficult to suggest another movie from this decade that deserves the top spot. After all, this is a movie that makes a lot of top 10 films of all time lists, never mind just of the 1930's. If you have not seen it then shame on you.