Did the Soviet Union receive immigrants apart from some Americans in 1930's? Did the Government have an official Immigration policy?

I can answer for Sweden, and the bottom part is that yes, people moved from Sweden to the Soviet Union in the 1930s.

Most of them were from northern Sweden and many of them were out of work due to the depression. A large part of them were communists or had communist sympathies, but there seem to have been at least some that lacked political motivation and were only looking for work. Studies of the protocols of the Swedish communist party at the time shows that they refused all requests for aid to move to the Soviet Union and tried to encourage communists to stay in Sweden and work for Sweden to become a communist state too, rather than move to the Soviet Union. However, books kept by fattigvården (the poverty aid authorities) in northen Sweden show that people could get a grant of 100kr per grown person or 50kr for a child to emigrate to the Soviet Union upon showing documentation of an offer of a paid position in the Soviet Union. It was unfortunately not uncommon for fattigvården to offer money to move someplace else, as the poor people in the need of aid would become someone else's headache rather than the local muncipality's.

The Swedish labour market was volatile at the time, and the unions and the employers had not yet agreed to the terms of Saltsjöbadsavtalet (1938) bringing order and structure to the Swedish labour market. The depression hit many parts of Sweden hard, and northern Sweden was not spared. Many of the people that did move were from Kiruna, and the term for Swedish emigrees to the Soviet Union in the inter-war era is usually "Kiruna-svenskar" (Kiruna Swedes). The Soviets did their best at the time to increase their international prestige by offering an image that in the "paradise of the peasants and workers" there was plenty of work, and that the depression only hit decadent capitalist countries. Attracting immigration was part of creating this image of the Soviet Union.

It is hard to get exact numbers on how many travelled to the Soviet Union - estimates range from 400 up to 1 000 - as many emigrated illegaly, without notifying the authorities. Some of these were of Finnish origin, and it is unclear for many of them if they were Finnish, Swedish or even Soviet (as they could have been born in Finland before it freed itself from Russia 1917) citizens at the time they moved to the Soviet Union. Some had emigrated to Finland before they moved on to the Soviet Union.

The Swedes were initially treated well, as many of them were skilled miners and metal workers, however, with Stalin's purges some of them were accused of being foreign spies. Worsening conditions, arrests and harrasment from the Soviet authorities caused most of the Swedes to return to Sweden 1936-38. 34 named individuals can be confirmed as sentenced and executed during the purges.

Sources: Kirunasvenskarna och de svenska kommunisterna by Karl-Arvid Färm.