According to Kareem Abdul-Jabbar in his book, "On the Shoulders of Giants: My Journey Through the Harlem Renaissance" the Harlem Renaissance didn't exactly end, but rather its appeal to whites did.
Organizations like NAACP as well as key figures in the literary world like Langston Hughes and James Weldon Johnson turned their attention elsewhere or left Harlem altogether near the end of the movement
According to biography.com, although drinking was not prohibited during Prohibition, alcohol was difficult to obtain legally. Speakeasies like the Cotton Club relied on clients coming uptown to get alcohol. With the repeal of the Act, people didn't need to travel uptown to get alcohol.
In 1935, a riot broke out in Harlem, increasing tensions between African-Americas and whites in Harlem.
According to biography.com, the Great Depression is sited as the biggest blow to the Harlem Renaissance. Microsoft's Encarta elaborates this further by saying its influence fueled all the other aforementioned causes of the end of the Renaissance.