It's most likely because there was a lot of attempts to dismantle and undo his New Deal. See particularly 1937, I would bet as the year they most occurred, but I could be wrong on that. I am guessing on that year because things were starting to look little better from the Great Depression, so as lot of programs and spending were cut, promptly followed by the economy falling back down.

An additional thought is that FDR was the first really powerful president who made a power grab for the executive branch and so faced resistance from a Congress that was used to being in control.

well, FDR was the only President elected to more than two terms (and some pretty historically significant terms). Grover Cleveland might be more of an outlier, especially as both his two (non-consecutive) terms appear much further from the mean of his era.

EDIT: wikipedia has a section on Cleveland's vetos: http://en.wikipedia.org/wiki/Grover_Cleveland#Vetoes