If you have access to newspapers from that time period you should find stock listings for the more active names. I personally own a 1929 newspaper that I framed a stock listing page from with prices near the time of the crash.

Google Books has digitized many older books for reference. One such annual publication is the "Manual of Statistics: Stock Exchange Handbook" which I have used several times to find old information about publicly traded companies. A search bringing up various editions of the book into the 1920s can be found here: http://books.google.com/books?ei=k5IZS8nbM8z_nAecnNXkAw&ct=result&q=Manual+of+statistics+stock+exchange&btnG=Search+Books

The particular book I referenced does not list stock prices, but does mention some when discussing buyouts within the history of companies listed. I presume a more thorough search of Google Books could yield a better source.
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