Already read 'The Great Gatsby' by F. Scott Fitzgerald?
For a similar themed read try:
Brideshead Revisited by Evelyn Waugh
Howards End by E.M.Foster
For a more light hearted look at the rich between the wars try:
The Pursuit of Love by Nancy Mitford
Carry On, Jeeves by P.G.Wodehouse
Devoted Ladies by Molly Keane
Or try some 1920s set crime:
The Burry Man's Day by Catriona McPherson
Death at Wentwater Court by Carola Dunn
The Thirteen Problems by Agatha Christie
The Man with Tiger Eyes by Karen Wallace