New World Coming: The 1920's and the Making of Modern America
Very interesting so far, nice overview of social movements and politics with some society-type details of celebrities of the day.
Some amazing parallels to today, history being cyclical and all.
If you like history with a true story to frame it I can recommend "Close to Shore" which not only covers the Matewan Creek shark attacks in detail but also gives the social context. (anyone know why so many people were on the Jersey beaches in 1917?)
I also enjoyed "The Devil in the White City". It's nominally about a serial killer in Chicago at the time of the World's Fair in 1893 but the whole country and its movements manage to make an appearance. A bit before the "Fedora" era but still intriguing.