For a 1930s sans that's more art deco than modernist, consider Mark Simonson's Mostra,
http://www.ms-studio.com/FontSales/mostra.html
or House Industries' Neutra.

For a "serif movie title lettering" font, maybe something from Letterhead Fonts or Nick's Fonts.
You may be interested in Ephemera foundry--in Indie Fonts 3.

Type in both these frames are hand painted.

Thanks Nick, for the tips.

Satya,

These being hand-painted would definitely explain the subtle inconsistencies in the 'A's of L'Atalante and the 'E's of Regle du Jeu...

However, would they have been hand-painting off a model or guide typeface?

Lettering manuals generally showed both pure lettering styles, and lettering styles based on typefaces.
That R in Règle is too poorly rendered to be a type form, although it may be a loose interpretation of such. Nevertheless, it doesn't seem out of place in the general casual execution of the lettering.

L’Atalante reminds of the Cassandre posters.

As Nick indicated, it's Art Deco typefaces that you should be looking for.

Mostra looks great. So does Blakely and Goldenbook.

If you'd like to search further, you could try these places:

http://www.fontscape.com/explore?7SW

http://www.castletype.com/html/browse/artdeco-fonts.html

You might also want to look at Akira Kobayashi's ITC Luna which is really nice.