Are the years between 1920 through 1940 different? The years between them were indeed different because through the years of 1920 to 1930 was called “The Roaring Twenties”, and throughout the years of the 1930's to 1940 was called “The Great Depression”. The Roaring Twenties was the time when everyone only cared about happiness, adventures, and freedom. As the years went by, so did the Great Depression. It was a time when everyone became depressed from bank corruption and failure. These were reasons why they were called these names because of their political, economic, and social ramifications. Political differences were very broad between 1920 through 1940. The government didn’t participate as much as they did in the Roaring Twenties years