Complete Broadcast Day: September 21, 1939
If you would like to know what broadcast radio sounded like in 1939, The Internet Archive contains a complete recording for September 21, 1939 at WJSV in Washington D.C. For just a little context, World War II had just begun in Poland three weeks prior to this broadcast, with the United States entering its final year of peace before entering the war a year later. FDR was near the end of his second term and The Wizard of Oz had been released 9 months earlier.
The clip contained here is the first 54 minutes of the broadcast and moves on the next clip when finished. The entire broadcast can be heard over at the Internet Archive. Go ahead, I dare you to listen to the entire broadcast.
Learn more here: Internet Archive