Tonight I watched Cold Case on CBS. The detectives solved a case from 1938 that occurred on the day of Orson Welles radio broadcast War of the Worlds. I looked it up online because I would like to listen to it, and found a website where I can download it and listen for free! Not only that, but this site has many of the radio broadcasts from The Mercury Theatre available for download as well-again, free!
NOTE- I think these old radio shows are great, so I will add links to sites that offer them for free.
The Mercury Theatre on the Air
This one only lets you listen online, has pop-up ads, and many stories are separated into parts. Not my favorite, but still worth a mention.