It's funny that for me it feels right to associate the 20s with 2020 and the 40s with 1940, but somehow, the 30s is very foreign, and I can't think of 1930 or 2030 either.
The 30s as 1930s seems pretty solid to me: US Great Depression, start of WWII, not to mention many of the smaller conflicts that led up to it.
What is odd is that I never feel the need to refer to the 00s. I've never said "naughties" or anything else. In the 90s, people already talked about the 80s, but for me it's all been pretty much the same since the 00s. I don't even know what I'd talk about from the 00s. The music? 2001 by Dr. Dre came out in 1999. It could have been made today. Fight Club was 1999. Could have been made today. The fashion? People have straight hair and wear t-shirts still today.