OK- the earliest I can easily find are for 1940 figures of Civilian Labor Force
http://www.nber.org/databases/macrohistory/contents/chapter08.html
(I think there are ealier figures, perhaps the Federal Reserve of St Louis has them - they have MANY older docs)
OK- I WAS WRONG — In the Great Depression, the Total Civilian Labor Force INCREASED (which is amazing, considering the population wasn’t growing like before or after)... Here is the PDF: p24 of 134
fraser.stlouisfed.org/docs/publications/employment/1960s/empl_051966.pdf
It is several (9.3 MB) of data - 134 pages, for anyone interested.