For an older audience (probably would've been "New Adult" if such a thing existed back then), Betty Smith's books Tomorrow Will Be Better and Joy in the Morning. The Sinclair Lewis book Free Air is set a bit earlier, but in it a young woman drives cross-country--quite an adventure for a single girl at that time. Also for adults: The Group, by Mary McCarthy.
For YA: Sirens, by Janet Fox.
For MG, Marilyn Sachs wrote a bunch of books set in the 1930s ... since they're for kids, they don't have anything to do with women's roles or corsets. But if you want to read about the younger set, there were these connected books (in order: Amy Moves In; Laura's Luck; Amy and Laura; Veronica Ganz; Peter and Veronica.