Oh yeah. The Thorne Smith comedy stories were banned during the 1930s, apparently because they were about drunks and contained a lot of sexual references. (No four-letter words, just the frequent, non-descriptive fun of two people enjoying sex.) They were very mild and wouldn't upset anybody these days but puritans were still very much in control in those shadowy times.
The D.H.Lawrence classic, Lady Chatterley's Lover, was perhaps the most famous and it was let out of its prison (in Oz) about 1962. It was, as you'd expect, well-written and deserves its "classic" status but -- much titillation -- it did have some very naughty words.
I also read The Prince by Niccolo Machiavelli and The Decameron by Giovanni Boccaccio.
But all of those books pale to insignificance alongside the sex- and drug-filled fiction on offer these days.