Dear Mr. Collaz,
Thank you for posting your request on History Hub!
The best place to begin looking for autobiographies either published from 1919 through 1933 or written by people that lived during that time period is through your local public, university and state libraries. We suggest working with librarians to narrow down the types of individuals whose autobiographies are relevant to your research. For example, are you interested in law enforcement figures, persons involved in the illegal alcohol trade, or celebrities that happened to live during that time period? We also recommend using websites such as WorldCat to find information about books that may be relevant.
We hope this is helpful. Best of luck with your research!