The finest radio drama of the 1930’s was The Mercury Theatre on the Air, a show featuring the acclaimed New York drama company founded by Orson Welles and John Houseman. In its brief run, it featured an impressive array of talents, including Agnes Moorehead, Bernard Herrmann, and George Coulouris. The show is famous for its notorious War of the Worlds broadcast, but the other shows in the series are relatively unknown.
The site has many of these shows and to hear them you have to be patient because the MP3 files are big. If you like the link, please sign the petition. And don’t forget to hear the The War of the Worlds, The 39 Steps and H.G. Wells Meets Orson Welles, however, I suggest to you try to hear them all.