Well, when the Depression started in 1929, President Hoover had began his time in office. He was a Republican and followed a strict Laissez Faire (gov't hands-off economy) attitude, thinking that America would recover from this brief economic decline. Until 1933, very little was done to help the United States recover from the Depression.
When Franklin D. Roosevelt took office in 1933, he enacted a completely different plan than Hoover. FDR started his New Deal plan, in which several programs and projects would start to get Americans back on their feet. Over the four years of his presidency, the unemployment rate plummeted from 25% to around 14%. FDR was elected for a second term, but in 1938, the unemployment rate rose slightly to around 18% as New Deal plans came to a halt. However, the plans came back into play and the unemployment rate continued to fall as more Americans got back out and working.
As World War II rolled around in 1939, and when American joined the conflict in 1941, business (especially manufacturing) exploded! WWII truly ended the Great Depression, as industries needed an incredible workforce to keep up with the war effort.