Libby007,
I looked in my Chevrolet parts book and the 37-39 truck headlights are all the same. That is good news in that you don't need to find just '39 parts. I am confused as there is an illustration that shows a "sub body" that looks like it goes into the headlight proper and is labelled for only 38 and 39 but not 37. Yet the whole assembly is listed as for 37-39. My truck doesn't have that part. You will need reflectors (which often come with the bulb sockets) reflector and lens seals (I believe material to make these can be obtained from some of the vendors) and proper lenses (called "Tilt-Ray"). Car headlight parts from the same years are different diameter and won't work so be sure if you buy something it is for a truck. Originally the headlight bucket was connected via a unique connector containing the three contacts (for parking light, high beam and low beam). During assembly I am sure this was a quick way to wire the bucket but over time you have 3 connections exposed to the elements resulting in corrosion and poor performance. I opted to hard wire mine as I could not find reproduction connectors. The main bulb is a 2530, if my memory serves me well and you can also use a 2330. Do not use bulbs with an odd number (i.e. 2531) as the bulb will mount 90 degrees off, which screws up the alignment of the bulb with the reflector and lens. Those odd number ones are for Chrysler vehicles and perhaps others.
After completion I found the headlights produced a very nice bright beam straight down the road. But when you go to turn all you see is darkness, as there is very little lateral or horizontal light produced. All part of the "charm" of driving these old trucks.
Kent