Circus Saints and Sinners Club
Is this likely to be the club you are interested in? There are numberous references in the NYTimes; the first is March 30, 1930 (p. 12) and there are 56 through the end of 1940.
It was devoted to aiding "indigent and elderly circus folk" and its members included "celebrities in the theatrical and amusement field" and evidently society folk, too. It seems to have had branches elsewhere in the country.
I suppose that the NYTimes Historical Database will be available at the NY Public's 42nd street center. Look it up.
George A. Thompson
Author of A Documentary History of "The African Theatre", Northwestern Univ. Pr., 1998.