Did segregation and racism have anything to do with the Great Depression in the United States?

Segregation and racism did not really help to cause the
Great Depression.  However, the government's actions during the Great Depression and the
New Deal did reflect racism and segregation.

The main
connection between racism and the Great Depression is the policies of many of the New
Deal programs.  New Deal programs were generally set up to try to help poor people. 
Many of the poor in the South were, of course, black.  But the federal government
allowed the local governments to run the programs.  This mean that most programs, like
the WPA, tended to treat blacks worse than whites.

Please
follow the link for an excellent discussion of this and many more examples of how
various New Deal programs discriminated against
African-Americans.