The sort of capability you described is embedded in the search features at MyFonts.com. All you do is type 1930s or 1940s, for example, and the search results give you styles which were given this keyword.
Thanks to Bowfinpw, another way to find font styles by decade.
Well, it is a 2-year-old link. I tried to find it, apparently they've put a log-in portal in place.
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"I put my heart and my soul into my work, and have lost my mind in the process."