I agree 30's-40's most likely, but a lot of milk bottles are actually dated. Look for a two-digit year on the base (like "35" for 1935 or "42" for 1942 for example). Sometimes it's very small. If that's a Thatcher bottle from the 30's there could be two tiny numbers inside the circle on the base.
Other than that, sometimes you can narrow it down with a maker's mark, or, like RCO said, you just need to know something about the dairy.