They Shoot Horses Don't They?, by Horace McCoy, was published in 1935 during the waning years of the Great Depression, and was exceedingly popular during the pre-World War II era. Structured around the story of a desperate couple hoping to win a substantial cash prize for enduring a marathon dance contest amidst strong competition, the narrative is textually interwoven with a judge's sentencing of the protagonist after a trial which is not directly included in the story.

Usually considered a work of the American Noir genre, the novel has fared somewhat poorly with age, although the movie which was ultimately made from it did quite well.