Andrew,
If I'm not mistaken, the Athearn 40' doublesheathed boxcar is based on a Great Northern car built during WWll. Even so, it is a wooden car and would probably not look out of place in the '30's. Athearn's 40' steel boxcar is loosely based on the 1932 AAR recommended design, so it should be useable. A really suitable car would be the Proto1000 36' singlesheathed Fowler boxcar. CNR owned thousands of these and ran them right up into the fifties. In my opinion, the main drawbacks to these cars are the free-standing, but oversized, grabirons (at least this should make them durable), the fact that the cars are ready-to-run, and the price ($30.00 to $35.00). On the plus side, they come lettered for CNR, CPR, and TH&B and with several numbers available for each. The 50' singlesheathed doubledoor automobile cars from Walthers, while not common in the twenties or suitable for the CNR, would add some nice variety. My favourites for my '30's era layout, however, are the former Train Miniature cars now marketed by Walthers. The singlesheathed forty footers lack the depth of detail offered by Accurail's version but the steel cars, including the ARA version and the Pennsylvania X-29 are just the thing to set the scene with their lower than Athearn rooflines and vertical brake staffs. I've also used the plugdoor version of this car to model the doubledoor and door-and-a-half cars common to the '20's and '30's. Simply shave off the plug door hardware, add cut-down Athearn doors and modify the door tracks as required. I use them to model cars from the northeastern U.S., as these cars were often seen in this part of southern Ontario. Check out the C-D-S catalogue for ideas. Train Miniature also had a version of the USRA doublesheathed car, but it is also a low profile car and therefore not really prototypical. Still, it "looks right", so it's up to you. Accurail's version of this car is more accurate and would be suitable for lots of U.S. roads from this era. If you're willing to fudge the dates a little, TH&B acquired a bunch of these cars from the NYC in the very early '40's. You can letter them using C-D-S set #22 (for the steel boxcar - just eliminate the herald, although they did get the heralds in the '50's). Stewart made a two bay channel sided steel hopper that was also used by the TH&B: I lettered mine with various alphabets from C-D-S, plus the herald from a C-D-S N scale hopper set and Champ dimensional data. Accurail also makes USRA hoppers and panel side rebuilds suitable for NYC and others. Hope this info is of some assistance.
Wayne