The great depression began in 1929 with the famous stockmarket crash. In 1935 President Roosevelt put together a package of economic programs aimed at bringing the country back. One of those agencies established out of these programs was the "Works Progress/Projects Administration" (WPA). Many americans were given government jobs in construction. Many artists were hired by the WPA and put to work creating murals in public building. The Mural above is in the Sacramento Amtrak station. the building was built in 1916. The mural was painted in the 1930's.
There are also murals at The Museum of Mobile is located in the former city hall. If you ask the workers at the Museum about these murals you will probably get a blank stare. Here is a link to the documentation: