There isn’t necessarily one event, but the biggest single event to end the Depression was WWII.
When WWII broke out, the government took over factories and started to hand out jobs so war supplies could be produced. This helped because it gave everyone a job, since the white men were away fighting the war, blacks and women took factory jobs.
People were also encouraged to save money and ration food and other supplies, so the soldiers would get what they needed over seas. This meant that more people had more money to spend after the war, giving the economy after the war a good boost.
Also, with the passing of the GI Bill, veterans could go to college for free, giving them higher paying jobs.
Many could argue that the New Deal programs ended the Depression, but many of the jobs and programs under the New Deal were temporary solutions. WWII put more money in the pockets of US citizens, and produced more permanent jobs as a result of the GI Bill.