All Preston Sturges's best films are from this decade: Miracle at Morgan's Creek, Sullivan's Travels, the already mentioned Palm Beach Story, Christmas in July...
All or most of the Bob Hope/Bing Crosby/Dorothy Lamour Road movies (Road to Morocco, Road to Bali, etc.) as well. They may be slight but if you are stressed and NEED to laugh, watch these!
Barbara Stanwyck was at her peak in this decade. Besides the wonderful comedies Ball of Fire and The Lady Eve (another Preston Sturges film), she did the top-ten noir Double Indemnity, the Frank Capra drama Meet John Doe with Gary Cooper, another interesting noir The Strange Love of Martha Ivers, and many more.
Some wonderful American Hitchcocks are from this decade, including Notorious (Bergman/Grant), The Paradine Case (with Alida Valli as an accused criminal, the brilliant Charles Laughton as a sadistic judge, and Ethel Barrymore as his abused wife) and Rope (Jimmy Stewart).
All Bogart and Bacall's films together are from the 40s, including The Big Sleep, Key Largo, Dark Passage, and To Have and Have Not.
Katherine Hepburn starts her famous partnership with Spencer Tracy in the comedies Adam's Rib and Woman of the Year.
Ernest Lubitsch's To Be or Not to Be, in which Carole Lombard and Jack Benny are duelling hams/spouses in a comedy set in Nazi-occupied Poland.
My Favorite Wife is another Cary Grant-Irene Dunne delight, and she is wonderful in I Remember Mama.
Rome Open City (Rossellini, with Anna Magnani), Shoeshine and Bicycle Thieves (both De Sica), all Italian neorealist films
Ozu's Late Spring
