This is a list of pulp sources, including the bibliography from the official Spirit of the Century book -- but also a list of additional links. The official list is notable in that all of its fictional sources are after 1980.
Alan Moore's Tom Strong and League of Extraordinary Gentlemen
Warren Ellis' Planetary and Authority
Timetables of History Bernard Grun, Eva Simpson, 2005
The Writer's Guide to Everyday Life from Prohibition Through World War II, Marc McCutcheon, 1995 The Victorian Internet, Tom Standage, 1999
Pulp Hero, by Steven S. Long with S. John Ross (Hero Games)
Adventure!, by Tim Avers et al (White Wolf Games)
Pulp Adventures, by Erik Dewey and Timothy Parker (I.C.E.)
Call of Cthulhu, by Sandy Petersen (Chaosium Inc.)
The 1920s Investigators Companions, by Gary O'Connell / Gregory Rucka / Keith Herber / Kevin A. Ross (Chaosium Inc.)
Pulp Era, by James Carpio, Michael Smith, and Jon Richardson (Chapter 13 Press)
Gangbusters, by Mark Acres, Rick Krebs, and Tom Moldvay (TSR Inc.)
Pulp Zombies, by Jeff Tidball (Eden Studios)
Terra Incognita, by Scott Larson (Grey Ghost Games)
Fly from Evil, by S. John Ross (Cumberland Games & Diversions)
Thrilling Tales, by Gareth Michael Skarka et al (Adamant Entertainment)
Two-Fisted Tales, by Matt Stevens (Politically Incorrect Games)
Pulp-Fu, by Daniel Bayn
Seeds: Pulp, by Eric Baranda et al (Expeditious Retreat Press)
GURPS Cliffhangers by Brian J. Underhill (Steve Jackson Games)
Amazing Screw On Head (2006)
Raiders of the Lost Ark(1981), Temple of Doom(1984) and The Last Crusade(1989)
The Mummy (1999) and The Mummy Returns (2001)
Tales of the Golden Monkey (1982)
Big Trouble in Little China (1986)
High Road to China (1983)
King Solomon's Mines (1985) and Allan Quartermain and the Lost City of Gold (1987)
The Phantom (1996)
The Rocketeer (1991)
The Shadow (1995)
Sky Captain and the World of Tomorrow (2004)
There are reprints of many of the original pulp novels/novellas -- including The Shadow, Doc Savage, Avenger, Spider, G8 and his Battle Aces, Operator No. 5. There are a lot of paperback reprint series and you can find find many of them cheap in old book stores.
There are also comics of the period, notably including "Terry and the Pirates" (started in 1934), "Ace Drummond" (started in 1935), "Flash Gordon" (started in 1935), and "The Phantom" (started in 1936).
Used book stores are also a good source for old travel guides, yearbooks (college and encyclopedia), and some of the Time-Life books -- notably This Fabulous Century, 1870-1970. Other sources include the Time Capsule books for the 20s, 30s and 40s. Old maps from before the days of freeways can also be helpful. There is a 1932 Thomas Brothers Street Map (brown paper, black and orange ink) that explains how to get to places - particularly getting to places that were destroyed by the freeways.
There are many collections of old radio shows available on cassettes or CDs as well as online. These can be found in the library or large bookstores. THE SHADOW seems to be the easiest to find, but SUSPENSE is excellent you can find it. HOUSE OF MYSTER, THE DEVIL & MR. O, ESCAPE, X-MINUS ONE and DIMENSION X are also helpful.