Apple Itunes Radio (free) has at least 3 old time radio broadcasts. I listen all the time to:

under Eclectic tab-

AM 1710 Antioch - Old Time comedy, cops, sci-fi ( includes Fibber Mcgee and Molly, Whistler from west coast.

Their home website is http://radio.macinmind.com/ and the direct link for the stream
Listen via the mp3 Stream at 24Kbps
For Windows you can use iTunes, WinAmp, or RealOne Player among others

or in iTunes 8 & earlier-->Radio-->Talk/Spoken Word-->AM 1710 Antioch
or in iTunes 9-->Radio-->Eclectic-->AM 1710 Antioch
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Crime Time - Old-time cops & robbers, detectives shows
or in iTunes 9-->Radio-->Eclectic-->Crime Time
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Old Time Radio (OTR)
http://www.otrnow.com/otrnow/index.htm