The core of this project is, of course, superheroes. Second-hand heroclix minis run from 0.25 to 2 dollars apiece at basically every gaming store, so I anticipate using them for every NPC that is a preexisting hero, and also for some other NPCs, and perhaps a few might be recolored to represent original player characters too. Most of these will be repainted, or at least touched up or shaded, and all will be liberated from their awful ungainly "clix" bases. 20mm square bases are my preferred for 28mm humans, I need to get some more of them.
Heroes are not much fun without stuff to throw around and hide behind, so I have also started accumulating O-Scale scenery and vehicles. It takes some poking around to find affordable 1930s cars in the scale, but they exist. By the numbers, I think O-scale is supposed to be bigger than 28mm miniatures, but in practice the difference is pretty much negligible. Once I move, I will start looking into buying/building 28mm/O-Scale buildings.
The final ingredient is research. I have a reasonably good basic knowledge of early superhero comics and international politics of the era, but I have no real sense of the more down-to-earth cultural and domestic stuff. I grabbed a few library books that are helping (even if most of them focus more on Europe).