From Wikipedia's article on the Works Progress Administration:
The Works Progress Administration (renamed in 1939 as the Work Projects Administration;
WPA) was the largest and most ambitious New Deal agency, employing
millions of unemployed people (mostly unskilled men) to carry out
public works projects, including the construction of public
buildings and roads. In much smaller but more famous projects the WPA
employed musicians, artists, writers, actors and directors in large
arts, drama, media, and literacy projects.
Almost every community in the United States had a new park, bridge or school constructed
by the agency.
PBS.org's general article The Works Progress Administration (WPA), which gives background information for their program American Experience, notes:
The WPA employed far many more men than women, with only 13.5 percent
of WPA employees being women in the peak year of 1938. Although the
decision had been made early on to pay women the same wages as men, in
practice they were consigned to the lower-paying activities of sewing,
bookbinding, caring for the elderly, school lunch programs, nursery
school, and recreational work. Ellen Woodward, director of the women’s
programs at the WPA, successfully pushed for women’s inclusion in the
Professional Projects Division. In this division, professional women
were treated more equally to men, especially in the federal art,
music, theater, and writers’ projects.
The teaching resource The New Deal Network has a rich collection of photos and documents, including the text of the WPA Workers' Handbook:
Q. How can I get a job close to my home?
A. The Government tries to place workers as close to their homes as
possible, but it is a hard job. Remind the assignment officer until he
can make the best possible placement for you.
Q. Does the Federal Government select the projects on which we work?
A. No. Practically a hundred percent of the work projects are
selected, planned, and supervised by the local community where they
are being done. The school board plans the school projects and asks
for them. The mayor and city council ask for street projects. The
health department asks for sanitary projects. Similar local public
agencies ask for others. It is the responsibility of the local
government to select good projects and to insist that they be well
The Wikipedia article cited at the beginning of my answer has several links to collections held in state and local libraries, as well as a category listing of Works Progress Administration by U.S. state.
Records at the National Archives
NARA's entry page Records of the Work Projects Administration [WPA] introduces the various record groups. Using Massachusetts as an example, NARA's holdings include 520 microfilm rolls of correspondence and reports in Record Group 69.6.1 alone.
Textual Records (10,886 rolls of microfilm): Correspondence,
administrative files, project folders, sponsors' reports, ledgers,
organizational and functional charts, accomplishment reports, and
other records, 1935-43.
There are 11 rolls for Massachusetts in Record Group 69.2.2, Field office records:
Textual Records: Microfilmed administrative and project files, 1933-34
(888 rolls), including indexes, final state reports, engineering
records, easements and rights of way, progress reports, CWA and state
reporting forms, correspondence, and other records for projects in the
following states (table follows)
So it is clear that a lot of primary source material survives, but I haven't been able to determine yet if any employment or payroll records survive that would show the names of employees and which projects they were assigned to. Any repository or library which has WPA-related works is likely to have a finding aid, such as this entry at the Library of Congress.
The Historical Records Survey
Of particular interest to genealogists: Works Progress Administration (WPA) Historical Records Survey, a guide compiled by Bryan L. Mulcahy at the Fort Myers-Lee County Library (downloadable PDF). This 20-page guide and finding aid, hosted on RootsWeb, gives an overview of what WPA materials are available in archives and libraries across the country; it has live links so you can click-through to the various collections. Mulcahy says:
Under the auspices of the WPA, workers went to archives, historical
societies, public and university libraries and compiled inventories of
manuscript collections. They went to courthouses, town halls, offices
in large cities, and vital statistics offices and inventoried records.
Besides compiling indexes, they also transcribed some of the records
they found. The impact on genealogical research in today’s era has
been profound. Most researchers have used many of these items at some
point in the research process.
Highlights of the most useful information from a genealogical research
- Burial listing in cemeteries
- Federal and state census indexes
- Indexes to naturalization records
- Indexes to newspapers
- Inventories of records found in county courthouses
- Descriptions of manuscripts found in various libraries, private collections, and agencies
- Place-name guides
- Inventories of church records including the range of years and content covered by a church’s christening records, and the names of
those buried in church cemeteries
- Historical narratives of slaves, immigrants, native Americans and other groups as
part of the American Folklore Project
From the standpoint of genealogical and historical research, the WPA Historical
Records Survey produced a tremendous legacy of information that may
have otherwise been lost due to age and neglect.
Some of the historical narratives referred to in this list can be found on Project Gutenberg.
Note also that Mulcahy says:
Please note that this is by no means a complete listing of major
repositories. There are many other libraries that have excellent
collections on a smaller scale.
Mulcahy also notes that his guide was produced for the patrons at his local library and was not intended to be a comprehensive guide; he encourages readers to seek out more information by means of his bibliography. So whatever library you visit, ask them if they have similar research guides and finding aids for their own collections. But Mulcahy's guide is a great place to get started.
NARA's Prologue magazine has published several articles on their WPA-produced materials, including Genealogy Notes: A Gold Mine of Naturalization Records in New England
By Walter V. Hickey and The WPA Census Soundexing Projects
By Claire Prechtel-Kluskens.
Another good overview of the Historical Records Project is Paula Stuart-Warren's webinar The WPA Era: What It Created for Genealogists, which she has presented in multiple webinar series, including that of the Southern California Genealogical Society.
You may not be able to prove it, but it's possible that if you had white-collar relatives who were working for the WPA in their town, and you go to that locality to look up local records, you could be taking advantage of an index that they made for you.
Some states had their own WPA as well as the Federal one. So there may be many records available at the state and local levels -- check your local libraries and state archives for finding aids.