On December 13th, 1973, Chuck Schaden sat down with Bret Morrison for a chat about his life and career (full interview available here - http://www.speakingofradio.com/interviews/morrison-bret/). During the course of the conversation, Mr. Morrison spoke about how he unexpectedly got the role of The Shadow in April of 1943.
The Shadow was broadcast over the Mutual Broadcasting System from their flagship WOR station in New York. Broadcasts were done live before an audience at the still-active Longacre Theater at 220 W 48th St in the heart of New York City's theater district.
Chuck's full chat with Bret Morrison is available to stream for free at the above link. It's a great one.