There was a game called
Crimson Skies. It took place in the 1930s, in a United States fractured by the depression. One of its settings was New York (of course), where local air units defended against air pirates that attacked from Zeppelin air carriers.
As an air game, I found it unimpressive. It was a poor simulation. The aircraft and weaponry used were imaginary, but real ones could be used instead.
But you may find the setting interesting. In describing the concept of
Crimson Skies, Jordan Weisman stated he wanted to "take the idea of 16th century Caribbean piracy and translate into a 1930s American setting.
There is more detail on the setting here:
Crimson Skies Universe
This may be the kind of thing you want.
Uncle Ted