What would the movie going experience been like in the 1920's & 1930's?

It was primarily a black and white, silent film with a live music accompaniment. At larger theaters there might be a small orchestra, at smaller theaters a single piano or organ player accompanied the film. Although color film and hand tinted films existed since the early 1900s it wasn't until the mid-1920s when Technicolor was introduced that you started to see short, colored scenes introduced into a few films. Around 1930 the first full length all color films with sound were introduced, but through the 1930s the majority of films were still shot in black and white. It the late 1920s sound was starting to become commonplace. You can watch "The King of Jazz" from 1930, one of the earliest, surviving all sound, all color films on YouTube: https://www.youtube.com/watch?v=rFXsfRxOjUM&list=PLvcgVlg8yAH6Z3fPhvfjvDjRBA4hkD5L5

As far watching the feature goesn it wasn't much different from today, with a few major exceptions. One big one was the pre-feature entertainment. These days we see ads and trailers but back then you would see not only trailers (i dont know about ads), but also cartoons, serials, shorts, and newsreels.

Cartoons: Disney and Warner Bros introduced characters like Mickey Mouse and Bugs Bunny in these pre-feature cartoons. Later, in the 60s, they used these old cartoons from the vaults to pad out their Saturday morning TV shows, in addition creating new ones.

Newsreels: In the days before TV and even widespread radio, newsreels were the only place to see film of big events or famous people. Think about it, in the run-up to WWII, where else could you see film of people like Hitler or FDR?

Serials: There would often be an installment of a multi-episode serial, a precursor of the later television series, which became a strong inducement for regular weekly visits - they usually ended on a cliffhanger and you'd want to come back next week to see what happened to the hero.

Shorts: Related to the serials would be other live action shorts like the Three Stooges and Little Rascals. Again, lile cartoons, the Three Stooges and Little Rascals shorts got a new lease on life in the 60s when they were compiled and shown on TV on the weekends and in the after school hours.

Other: Especially during the silent era, there might even be sing-alongs, with the lyrics appearing on the screen and the organist who would be accompanying the movie providing the music.

Warnings: In the silent era there were also cards that encouraged people to be quiet during the movie, remove their hats, and refrain from smoking.

All of this pre-feature entertainment went away when theater owners realized that by ejecting all this extra stuff they could run the movie two or even three times in an evening, doubling or tripling their tickets sales.

Another issue that we don't have to deal with much today was ladies' hats. Men would be expected to remove their hats indoors, but women's hats could be complicated and secured tightly to their hair, and impossible to remove, blocking the view for several rows behind her.