The Witch's Tale was produced from 1931 to 1938 by WOR (which still exists, and is one of the oldest radio stations in New York) and distributed by the Mutual Radio Network. It would play an important role in the development of horror and dark fantasy as genres, being one of the earliest very successful attempts to bring those genres to radio. Moving from horror on the page to horror on the airwaves is not a trivial task, particularly because of the sheer variety of horror and dark fantasy stories, and the series had to do quite a bit of experimenting to make things work. Because of this, it is highly uneven -- but even its weaker episodes will often strike some impressive notes.
The series is hosted by Old Nancy, Witch of Salem, and her black cat, Satan. The part, also influential in how witches would be portrayed in later media, was largely shaped by the original actress, Adelaide Fitz-Allen, who had made her name in Broadway. Fitz-Allen would die at the age of 79 in 1935, and the series had to scramble for a replacement. During auditions, the producers were suprised to see a teenage girl hanging around, and even more puzzled when they realized that she wanted to audition for the old witch -- but the girl, 13-year-old Miriam Wolfe, was so good in audition, she was hired on the spot, and became the voice of Old Nancy for the rest of the series.
The episode I've picked out from the series is "The Flying Dutchman", from the Fitz-Allen era, which first aired in February of 1932 -- an uncharacteristically bright episode, but one that nonetheless (1) captures much of the ghost-story spirit of the series while also (2) telling a surprisingly powerful story about the hell that is pride and the redemption that is love and all (3) without tying the plot into knots and sacrificing story-telling to effect, which has always been a perpetual danger in the horror and dark fantasy genres. Because of the age of the episode, it's impossible to find a version with consistently good sound quality -- at that age one tends to be dealing with copies of copies of episodes that were originally themselves less than high definition. But if you can bear a few accidental record skips and an occasional moment where it is hard to hear exactly what is said over the noise of the sound effects combining with slight static, it is well worth your time.
You can find the episode in a number of places, such as Retro Radio or on YouTube from old-time radio enthusiasts.