What led to the decline unemployment after 1933 - NYS Department of Labor historical data question

The major factor was the New Deal programs that created jobs - Works Progress Administration, Civilian Conservation Corps, and other federal employment programs. These weren't unemployment benefits like we have today through NYS Department of Labor, but actual government-funded jobs that put people back to work on infrastructure projects.

yeah the economy was getting better after the banking reforms too. when people had confidence in banks again more money flowed and businesses could expand and hire

You should check the NYS Department of Labor archives or contact their research division. They might have historical employment data from that era. The unemployment insurance system we know today actually started around 1935-1936, so the decline you're seeing probably reflects both job creation programs AND the beginning of modern unemployment tracking systems.

My grandfather always talked about getting work through the WPA building bridges and roads. Said it saved his family during those years. The government basically became the employer of last resort when private industry couldn't hire enough people.

Don't forget about WWII preparation starting in the late 1930s too. Defense spending and manufacturing ramp-up created tons of jobs even before we officially entered the war. That's probably why unemployment kept dropping through the decade.