When I first saw the title of this thread I thought you were asking about 19th-century harmonicas - in this case finding an answer would probably more difficult to find out.

The 1930s saw a lot of harmonica bands, orchestras etc. playing all kinds and sizes of harmonicas, so one can assume they were produced in different keys.

You will find proof of harmonicas in different keys on the following site by Pat Missin:

http://www.patmissin.com/ffaq/q38.html

When you scroll down, you`ll find a picture of a model named "Up to date" from 1906 marked as in the key of "A" and further down photos of Marine Bands in various keys from the 20s to the 30s (there is also a model called Orpheus Concert from 1905, but I am not sure if the letter is a "C" or a "G", but I think the existence of a key being marked indicates that they were produced in different keys - if there was only one key available putting a mark on it would not have been necessary. Being a swabian Mr. Hohner would have saved the expense ;0)

Best wishes
Ernest