While I don’t recall exact episodes (I listened to them 40+ years ago, and even then on tapes from the library, and on weekend re-airings on WELI New Haven, CT), I don’t know how you could omit “The Shadow” (generally crime drama, but sometimes QUITE creepy, and a great superhero from before there were superheroes, I Love a Mystery, and of course “Inner Sanctum”, whose creaky door became a meme and THE symbol of scary places signified by sound only. Listen to them in the dark.
My mother wouldn't allow us to listen to these programs; so we would turn the radio down vereeeeery low..... She said she could always tell when we were listening to forbidden programs because the radio suddenly got soft.
“Who knows what evil lurks in the hearts of men! The Shadow knows!?