I actually haven't listened to an audiobook yet, but I've been following several podcast series in the style of old time radio shows at Decoder Ring Theatre:
http://decoderringtheatre.com/ They have a superhero pulp-adventure set in the 1930s and a detective noir set in the 1940s. The voice actors are all professionals from the Toronto theatre scene, so that's kind of hard to beat. I enjoy them so much I actually pay them money every month even though the podcasts are free, just so I can access the scripts and special features and stuff.