Sitting by the radio was the pastime many folks did during the early to mid part of the 20th century. And many of the radio shows were of the horror/mystery genre and had folks on the edge of their seats. I've compiled a few here for your listening pleasure including the famous War of the Worlds broadcast that set panic among the many listening.
The War of the Worlds is an episode of the American radio drama anthology series The Mercury Theatre on the Air. It was performed as a Halloween episode of the series on October 30, 1938, and aired over the Columbia Broadcasting System radio network. Directed and narrated by actor and future filmmaker Orson Welles, the episode was an adaptation of H. G. Wells's novel The War of the Worlds (1898). - Taken from Wikipedia Read about the broadcast here.
I hope you enjoy War of the Worlds and these other featured radio dramas of the era.