Actually, the Hollywood portraits of the 30s and 40s weren't really that grainy at all. They were generally shot on medium or large format cameras, and the film speed certainly wouldn't have been anything faster than 400.
The look you're looking for is created mostly through very contrasty lighting. Think undiffused, direct and strongly directional light sources, utilizing snoots, barndoors, and other such light modifiers to sculpt the light. Lot of those images have the "spotlight" effect to them and to recreate it, you basically have to mimic the lighting qualities of a spotlight.
Now, with that out of the way, if you still want high grain film, I would recommend Kodak Tri-X (400ISO) and Kodak P3200. If the grain from the Tri-X isn't enough for you, there are ways of emphasizing it. You can always push process the film. Try pushing it two stops. If you don't know what pushing is, you basically purposely underexpose film and then make up for the underexposure by keeping it in the developing chemicals longer (or using a higher developer temp.)
So, if you're shooting Tri-X, normally you want to expose at around 400ISO. If you're going to push process, pretend the film in the camera is 1600ISO, and expose it as if you were exposing for 1600ISO film. Of course, if you develop this normally, you will be 2 stops underexposed. So, you have to process it longer. How much longer? The developer you use (D76, T-Max, whatever) should come with a chart telling you how long to compensate for one or two stops push. If you bring the film to a professional lab, they'll be able to push process it for you, but most consumer labs will not.
I suspect, though, that what you're looking for is more an effect of lighting than the film base. I would start with Tri-X or Ilford HP 5 and work from there. I've included a couple sites below, one on Hollywood lighting, another on film.
Mere_Mortal: A lot of classic Hollywood portraiture is contrasty. (Look up "classic hollywood lighting" in google for many examples.) Anyhow, the poster is looking for those film-noir-type portraits, given the description.
This is the sort of stuff I think of when I think of classic 40s Hollywood lighting, and this is what I assume the OP is going for:
http://flickr.com/photos/creativecampus/1256383091/
http://maryjane.journalspace.com/new/photos/view.php?889641&i=255588&u=106329&p=1