The Sheyenne area progressed through World War I and the 1918 influenza epidemic. A shock to the area came in the 1930s with the Great Depression, when the main industry of the area, agriculture, was threatened severely. Poor crop prices influenced Sheyenne's economy and the WPA was crucial to the life of Sheyenne. It created a park on the south side of Sheyenne that is now owned by the VFW, it restored the town jail, and its workers built Warsing Dam on the outskirts of the city.