Pre-1950's movies with black actors in major roles?

Maybe not a major role, but Of Mice and Men (1939) has a black character play a pretty important role, as written in the novel.

Leigh Whipper was an consummate actor who led an impressive life. Born in South Carolina in 1876, at the end of the Reconstruction Era in which his parents had participated, he was educated in Washington, D.C., attending Howard University, before turning permanently to a life in the theater. At a time when work for black actors was limited, Whipper became a successful actor, appearing in more than twenty plays and a greater number of films. He not only joined Actors Equity in 1913 and other organizations where African-Americans were few in number, but he also helped fellow African-American thespians by founding the Negro Actors Guild in 1937. His first great success was as The Crab Man in "Porgy" on the stage in 1927-1928 and 1929. His work also included radio and television. He appeared in his first movie in 1920, but his most prolific period of movie making was between the years 1939 and 1947 when he made twenty films, though sometimes he received no screen credit. His performance as Crooks in "Of Mice and Men" (1939), which reprised his Broadway role, is remarkably powerful and natural at a time when roles for African-Americans often required them to compromise their dignity by playing caricatures. In 1944, Whipper received a special honor from the Ethiopian government for his portrayal of Emperor Haile Selassie. He retired in 1972 and died three months before his 99th birthday in 1975.


He also appeared in THE OX BOW INCIDENT

James Edwards was mostly a 1950s actor, but he had the lead in Home of the Brave (1949):

The Adventures of Huckleberry Finn (1939)
Rex Ingram

Paul Robeson was a genuine star in the 30s.  He and Hattie McDaniel completely steal the 1936 version of Show Boat, and he has a good role in the 1937 King Solomon’s Mines, too. 

Paul Robeson

The Emperor Jones



1933