I regularly listen to his old radio shows. (Search on Ebay for “Jack Benny radio.”) The best shows begin with September 1936 and go through June 1952. Very funny!
You can download a bunch of his radio programs at this site:
http://otrrlibrary.org/OTRRLib/LibraryFiles/JSeries/JackBenny/
They're a price Jack loved - they're free...