I have stated that I believe the primary reason the Great Depression in the US did not lead to a serious fascist movement was that we have an unusually strong two-party system that largely shuts out third parties. Another reason may be that fascism, traditionally at least, has tended to be simultaneously openly anti-democratic, nationalist and populist, that is an extremely difficult combination for any American organization, because Americans see democracy as a matter of national identity.
But then again, the far-right anti-immigrant groups arising in Europe today are not openly anti-democratic in the manner of traditional fascism. They simply want to make democracy narrower and less inclusive. And Americans, after all, have a longstanding tradition of people who were eager to say democracy for me but not for thee. My guess is that one reason fascism never posed a serious challenge in the U.S. during the Depression, despite an exceptionally severe economic crisis (see graph below) was that our nearest equivalent of fascism, the Ku Klux Klan had had its heyday during the 1920's and been discredited.
The KKK had significant power and held offices at the state and local level, but a strong two-party system limited its national influence. Over time, the Klan wore outs its welcome. Its violence and open bigotry lost their appeal. Its leaders proved to be unprincipled opportunists exploiting gullible followers. In particular, D.C. Stephenson, head of the Indiana Klan (perhaps the strongest in the country) was convicted of the rape and murder of Madge Oberholtzer, which seriously undermined the Klan's reputation as guardians of law and order. Stephenson took revenge for his conviction by revealing the web of corruption that the Klan had become.
One can only wonder what might have happened if the Klan had flourished in a time of economic, as well as cultural crisis. As it turned out, though, by the 1930's, the Klan was thoroughly discredited and despised by respectable people everywhere. This discrediting of the Klan, I suspect, largely eliminated the hard right as an alternative to Hoover's center-right, and channeling anger over the Depression to the left.