Yaffa Eliach's There Once Was A World is incredible. It's not a scholarly work (though she was a Holocaust historian), but it was written as a labor of love after many many years of research and interviews, and it's an incredible source of information about the village of Eishyshok (Eisiskes) in Lithuania (Poland in the interwar years). It's beautifully written (it was a finalist for the National Book Award) and gripping, while also organized by topic- religious life, commerce, education, etc. It ends with chapters about the war and its aftermath which are heartwrenching.
Eliach wrote the book as a Holocaust survivor herself, who had been born in Eishyshok to a family which had been there for many generations and who survived in hiding as a small girl. As a historian, she went on to pioneer the oral history methods which Steven Spielberg used when doing interviews with Holocaust survivors for the Shoah Foundation.
It's a fantastic book and while it's not a scholarly and sweeping work, as a microcosm it is invaluable, fascinating and moving.

Photo books of Roman Vishniac's photos are very good for getting a visual picture of some aspects of Jewish life in the 1930s (though definatly also look into some of the critisisms of Vishniac's work when viewing). Also The Jews of Poland by Bernard Weinryb is a good overview text