Everything about the early twentieth century. A vast array of music from the 'teens through the 40s on vintage 78rpm discs. The sartorial arts and dandyism, especially via vintage clothes. World War Two reenacting and living history (closest you can come to actually living in the 40s.) Architecture and technology, whether it be old buildings, old radios or old aircraft. Dancing to good music, especially at speakeasies or rent parties. 1920s campus life. Philosophy and law. Sports, where my tastes run towards the gentlemanly sport of fencing.
Popular music and jazz from the early 20th century through the 1940s. Everything from Argentine tango to ragtime to patriotic WWI songs to swing to hot jazz to French chanteuses.
I also run Radio Moscow, an internet radio station devoted to Russian popular music of the 20s through the 40s. You can listen by clicking the link below.