We can infer from this post by Ruth Wyeth Spears that folks in the 1920s folks kept their coats to the point of wearing out the lining. We can also infer that pattern pieces for linings were not typically included in a pattern (which is true for patterns well into the 1940s and even the 1950s).
Read Ruth's instructions carefully. I found most interesting her tip about placing plaits (pleats) in the fabric (not the pattern piece) near the hemlines before cutting. This enables the lining to fit the coat loosely. This method works well for lining any garment, including jackets, skirts, you-name-it. :)
She makes it sound so simple. :D Another winning tip from the 1920s!