There’s no end to the interesting tidbits to be found in The Princeton Mathematics Community in the 1930s, an oral history project hosted by the Mudd Library. I liked this, about the great statistician John Tukey, from an interview with Joseph F. Daly and Churchill Eisenhart:
Daly: … Tukey was about as pure a mathematician as you can imagine.
Eisenhart: When he first came.
Daly: All he was interested in was axioms and set theory and stuff like that. But eventually he found out there was life after ultrafilters and things, and he had fun in statistics.