I have friends that want to go but don't know what to wear and I get it. When I go to a 30s-themed event, I always end up having to Google some stuff. But what I've learned is that when recreating different eras the two keys are silhouette and accessories. Which basically means you can probably find something in your closet. Think of this as your quick and dirty guide to 1930s fashion.
Try to find a pencil skirt that reaches to midcalf (I know) with a little bit of room in bottom, something a little mermaid-y. A flute hem pencil skirt is ideal. In the 1930s, there were plenty of embellishments on blouses around the neck and the sleeves. So the bow blouses that are everywhere right now can easily be incorporated into a 30s-inspired outfit. Puffed sleeves work well, too, or a short-ish sweater belted at the waist. For accessories, keep the earrings either small and dangly or embellished studs. If you have a beret and it actually looks good on you (lucky) stick that on at a jaunty angle a la Marlene Dietrich. Add a pair of heels oxfords or t-straps and you're good to go!