How did artists and writers capture the effects of the Great Depression?

Many artists, photographers, and writers depicted the desperation, despair, cruelty, and harsh conditions of the Great Depression.

The Public Works of Art Project that was part of President Franklin D. Roosevelt's New Deal employed artists to enhance public buildings. These paintings often depicted workers of the era. For example, The New Deal, an affresco [a technique of mural painting on wet plaster] by Conrad A. Albrizio, depicts the various occupations of the Public Works program with President Roosevelt in a pair of overalls standing behind a seated worker. This work is dedicated to Roosevelt.

Certain paintings by individual artists depict the despair and desperation of men who have lost their jobs in the Depression. For instance, On the East River, 1934, depicts a man lying on a newspaper with his coat as the pillow; another man is holding his head in despair. Another painting, Waterfront by Raphael Soyer (1934) depicts a number of homeless people lying before the storefronts on a pier.

Photographers such as Dorothea Lange, Walker Evans, and Russell Lee were commissioned by the government to document the migrant workers and farmers and their living conditions. The most famous of these photographs is the picture of a mother and her three children by Lange, who wrote,

 I saw and approached the hungry and desperate mother, as if drawn by a magnet....She told me her age, that she was thirty-two. She said that they had been living on frozen vegetables from the surrounding fields, and birds that the children killed. She had just sold the tires from her car to buy food. [She] seemed to know that my pictures might help her, and so she helped me. There was a sort of equality about it.

Probably the most famous of novels set in the Great Depression is John Steinbeck's The Grapes of Wrath. This novel depicts the hardships endured by the farmers of Oklahoma, whose livelihoods were destroyed by the Dust Bowl and the Depression. The narrative follows the lives of the Joad family as they take their worldly possessions and migrate to California in the hope of finding jobs. In his narrative, Steinbeck has intercalary chapters which recreate scenes of the lives of the poor families in their desperate hopes during the 1930's..
Another of Steinbeck's works, Of Mice and Men is also set during the Depression. Its narrative depicts the empty lives of the disenfranchised men who travel from job to job as "bindle stiffs." They never make enough money to save for their futures, but simply live from day-to-day.

Come Back to Sorrento (1932), by Dawn Powell is another novel set during the Depression. It depicts the silent despair of people who live in a small town.
They Shoot Horses, Don't They? by Horace McCoy (1935) is also novel set during the Great Depression. In its narrative, people endure great pain as they dance during a marathon which awards a prize to the last couple standing.