I have to second Up in the Old Hotel. The legend of Joseph Mitchell and his storied tenure at the New Yorker is one my favorite ways to depress a room full of journalists griping about how media has changed.
Similarly, folks should check out the work of Djuna Barnes. I say similar in that she worked as a journalist in the early part of the 20th century, writing short city profiles for papers all over the city. She reportedly got a job at the Brooklyn Daily Eagle by walking in and saying “I can draw and write, and you’d be a fool not to hire me." She is sort of a mother of stunt journalism, and did things like volunteer to be force fed to replicate the experiences of suffragettes, conducted an interview with a gorilla in his cage, and was used as a “practice-damsel” during a fireman training program.
She also wrote incredible queer fiction and poetry, grew up on Storm King Mountain, and was a general bon vivant of Greenwich Village.
It’s killing me that I can’t find the collection of her non-fiction that I own on Amazon, but her work is defintely worth tracking down if you’re looking for a bad ass lady’s observations of life in NYC in the 1920s.