There's something inherently creepy about a radio broadcast of a horror story. The crisp static, the air in the empty room... it conveys a feeling of loneliness and isolation to the tale. Here is a broadcast of HP Lovecraft's "Beyond the Wall of Sleep."
You can find this and more at http://www.vintagehorror.com/.
Sunday favorites - "You shall not defraud your neighbor; you shall not steal; and you shall not keep for yourself the wages of a laborer until morning."