When the Depression came and the bottom dropped out of the market for jazz-baby novels, Woolrich turned to suspense writing for the pulps. His success was immediate, but there were anxious years. (He once wrote a story about a hack writer desperately trying to write a novella in a single night, from which the legend grew that Woolrich had been reduced to that extremity himself.) Thereafter, as his biographer Francis Nevins Jr says, the Depression was the dominant reality in his fiction:

The New York that Woolrich lived in like a hermit in a cave and wrote about like one who knew its every square block as well as he knew his own name is a city of subways, automats, movie palaces, cheap furnished rooms, cold stone streets, doorways thick with shadows, people sick with terror, loving, clawing, killing, smoking too much, drinking too much, each one trying and failing to keep at bay the certainty of death which marked Woolrich's work and scarred his life.