Well the 1930's cosisted of mostly hot jazz dance music, and not really lounge music. I think you're thinking of late 40's/early 50's blues and jazz which continued into the 60's with Sinatra and the Rat Pack.
Some of the originaters of that style of music:
(girls)
Ella Fitzgerald
Billy Holiday
Etta James
Peggy Lee
(guys)
Frank Sinatra (started with the Tommy Dorsey Orchestra)
Dean Martin
Sammy Davis Jr.
Tony Bennett
Nat King Cole