Paul Krugman noticed this poll from 1938, in which most Americans got completely wrong what the U.S. needed to get out of the depression:
Do you think government spending should be increased to help get business out of its present slump?
Gallup Poll, Mar, 1938
37% Yes
63% No
Of course, it was massive government spending from 1942 to 1945 that actually ended the Great Depression.