Okay, not exactly, but still a bit eerie. This is from 1922, which is the same year the Great Gatsby was set and 8 years before the great Depression. Color makes all the difference (it's not colorized, it was some test photography from Kodak while they were working on systems for recording color film). It's weird to think this was filmed almost 100 years ago.
http://www.youtube.com/watch?v=J_RTnd3Smy8 (http://www.youtube.com/watch?v=J_RTnd3Smy8)
Trivia note: The 3rd actress (in the dark green) is Mary Pickford. 3 Years before this footage, she co-founded United Artists with Charlie Chaplin and a couple others. 5 years after this footage, she was one of the founding members of the Academy of Motion Pictures Arts & Sciences (that puts on the Oscars).