Yeah, the CBS Radio Mystery Theater shows were great. Well, not all of them of course, but the show was great. I listened to several hundred of them when they were originally aired from 1974 to 1982. It was a one-hour broadcast but a lot of that was commercials. More info:
http://en.wikipedia.org/wiki/CBS_Radio_Mystery_Theater
They're not all mysteries; there are plenty of science fiction, horror, classics, etc. You can download all of them for free at:
http://www.cbsrmt.com/
It also has a brief synopsis of each show.
The only drawback is that the quality is variable, and they all sound like they were recorded from AM radio. Which they were, actually. Seems I read somewhere that no one bothered to save (or maybe even make) original tapes of the show. What a shame. But you get caught up in the story and it doesn't really matter.
I thought the Beatles sounded great on AM radio when I was a kid.