line rgdp year
Well, a simple way to do that is to add another variable and use the twoway graph command "AREA." To start with, your new variable has to be a constant with value equal to the highest data point in your y-axis. So for example, in your graph of U.S. real GDP, the highest value given is 3,500 billions of constant 2005 $. So:
gen new=3500
Now, your new graph command should be:
twoway (area new year if year>=1929 & year<=1939) (line rgdp year)
You have to start with the AREA-type graph first because the first graph type will always be superimposed by the next graph type.