There were many government programs launched during that time
- Large public works projects
- Social Security
- Federal Deposit Insurance Corp - to protect people's savings
This answer is superficial. The depression was a product of government. If you look at the history, the banks and corporations decided, during this period, to create a social downturn, they directed the governments to act on this matter by eliminating peoples ability to earn their daily bread. They then promulgated laws that took away the most basic freedoms and rights and brainwashed the people to accept the premise of a second world war within twenty years. It is somewhat amazing that they constantly attack whatever imagined democratic freedoms and get away with it. Try to think, problem, reaction, solution, where the government creates the problem, waits for your, the peoples reaction, and then provides their solution.