Great chess games
There was a series recently here on Chess.com about the most remorable games of each decade.
Here is the one from the 30s
https://www.chess.com/blog/SamCopeland/the-top-10-chess-games-of-the-1930s-and-80-honorable-mentions
No illustrations but Tartakower and DuMonts 500 Master Games.of Chess does more or less what you ask, with games up to the 1940s (it was published in 1952). The follow up 100 Master Games of Chess added to this including games up to the early.1950s. Both are great, though don't think there is an algebraic edition.
Following Tartakower and DuMont is The Mammoth Book of the World's Greatest Chess Games by Burgess, Nunn and Emms. This one is in algebraic and is also a great collection. Though the early classics are all there from MacDonnell v de Labourdonnais the bias is on more recent games with over 50 of the 125 games post 1980. This and the Tartakower & Du Mont books are highly recommended.