Hope this helps
There is no single source that I am aware of. There used to be a web site devoted to steam era freight cars, but it seems to have disappeared.
The vast majority of freight cars in that era were box cars, and most would have had wooden sides. Some were single sheathed and had visible external framework, others were double sheathed and had wooden siding. There were a few steel cars, such as the PRR X-29. The larger 40' steel box cars which are so readily available in the HO world are mostly designs of the late '30s or early '40s., such as the ARA/AAR 1932/37 cars and the ubiquitous PS1. Boswer, Red Caboose, Roundhouse, and Accurail will be your main sources for box cars, unless you want to lok at the resin kits from Funaro & Camerlengo.
You would also find some 8,000 and 10,000 gallon tank cars, but very very few were railroad owned, and most of them were in captive service for a given commodity or company. If some business on your layout is selling petroleum products, you'll need tank cars. Proto 2000 and Intermountain (I think) have decent tank cars. There is a wide range of tank cars available from companies like Athearn, Walthers, Bachmann, and pretty much everyone else, but some may need a little work depending on your visual standards.
Bulk commodities like coal, sand, gravel, and pretty much anything else cheap and able to withstand the weather was usually shipped in open hoppers. While there were three and even four bay hoppers in the '30s, by far the most common would be a two bay design like the USRA 55 ton model. Bowser, Accurail, Athearn, and I think Atlas have decent open hoppers.
Anything too big or bulky to fit inside a box car would generally have been loaded on a flat car. Because it was possible to drive on and off the flat car deck, you would also frequently see agricultural equipment loaded on flat cars. Most in that era would be in the 40' range, with steel frames and wooden decks. Several companies make flat cars, including Athearn and Red caboose (just off the top of my head).
Gondolas in that era were primarily low sided, and would have been used much like hoppers (in fact, many had hopper doors in the floor) for hauling bulk goods. They were also often used much like flat cars, hauling lumber, poles, or pipe. Low sided gons would also be used for hauling company materials like sand, ash, or ballast, because the low sides were easier to shovel material over. Accurail makes some nice gons, and many inexpensive models can be easily modified by lowering the sides.
There were other car types, such as stock cars and covered hoppers, but they were less common. Proto 2000 makes (or made) a very nice Mather stock car, but I am not aware of any other decent models. Covered hoppers were not all that common in the '30s - if something had to be protected it was generally bagged or loaded loose into box cars. Things like sand for locomotives were handled in hoppers or gons, and dried on site as needed.
Please note, this is far from a complete list of cars or models. This is just what I can recall off the top of my head. In general, stick with cars no longer than 40' or so, with steel frames and wooden bodies on the box cars, and make the box cars the predominant car type. Also, try to stay away from homogeneity, since cars in that era varied wildly. I would also suggest trying to keep 60%-70% of the cars reasonably local (New England roads) to help set the scene. Cars could and did travel all over the country, and some never (or very rarely) saw their home roads, so feel free to have a few Southern Pacific, Canadian National, Southern, Florida East Coast, etc. cars in the mix.
