I watched the series Carnivale on HBO a few years ago. I just took out the DVD's from my library. It started off a little slow, got a little soap operaish, but over all its very captivating. It pulls no punches on how life was in the Great Depression, not only do you see the incredible poverty in the U.S, but for the first season the main hero, has only one outfit which gets dirtier and dirtier and he generally sleeps on the ground under a truck.
The bigger story is a mystical good verse evil ala Stephen King's The Stand, but neither character is sure who or what they are or the extent of there powers. Very good acting, original characters, very raw stuff, the racism, the poverty comes off as very authentic.
I continually want to drop HBO, but the mini series, like Carnivale, Rome and now Game of Thrones keeps my anteing up the money.