http://www.youtube.com/watch?v=Fm6QCZk_yvs
While the Xenozoic Tales setting does not take place in the 1920s or 1930s, it is a very pulp-ish setting, and so I feel my question is most appropriate on this board.
What kind of major lost technology do you think would be worth basing a quest around? A nuclear bomb has appeared in the comics, and solar panels were mentioned, so those are right out.