Was it a switch in the US? I get the impression whole rural and urban areas tended to vote together more in the early 20th century, since it was more about race/ethnicity, religion and (in a way distinct from today) class.
On this side of WWII the existence of strong third parties is a striking difference in Canada, for sure. I'm actually not sure how British Empire things were in the 30's, but if you go back any further that dimension appears as well.