Monopoly was introduced by Parker Brothers in 1935
http://www.historychannel.com/exhibits/toys/monopoly.htm
Alfred Butts invented Scrabble in the early 1930s that was first called Lexiko, then Criss Cross Words, and finally to it's final name. http://www.historychannel.com/exhibits/toys/scrabble.html
The Yo-Yo craze hit a peak in 1930 when D.F. Duncan bought the rights in 1929 and sold over 3 million of them in one month of 1931 (History of the Yo-Yo)
http://inventors.about.com/library/weekly/aa120297.htm
You can also find the history of many toys/games at
http://inventors.about.com/library/inventors/bltoy.htm
and some of them were popular during 1930s.
I hope that helps.
Greg