The Great Depression ended because of the Second World War, so in that particular example, they were led by commodities, military hardware and the like.
A technical analyst appearing on one of the Canadian business stations recently discussed what rises first after a normal recession. He was going so fast, I couldn't write it down in complete detail, but here it goes:
Number 1 was tires and rubber.
After that it was things like footwear, apparel and clothing, accessories, home building and home improvement, retail, etc. Basically, it sounded like anything that wears out while people are cutting back but then must replace.
Hope this helps.