In the mid-Seventies I would listen to the CBS Radio Mystery Theater. A close friend and I would sit by the radio and carefully listen to every detail. Afterward we'd look forward to the following week's broadcast.
I found a site that allows you to download the episodes or listen online:
OldTimeRadioFans.comThe shows are complete with commercials of the time. Some of the shows include news clips.
Many other radio shows are available.