In the late 1960s, a quartet called the Firesign Theatre created a striking new species of comedy album. These records told dense, non-linear stories, with scenes linked by the logic of dreams, puns, free association, late-night channel-surfing, and a psychedelic anti-authoritarianism that wasn't so different from the libertarian politics of The Prisoner or the Illuminatus! trilogy. (At one point the Firesigns mulled the idea of optioning Illuminatus!, but they never followed through.)
The second half of their second album was devoted to the entertaining exploits of Nick Danger, a detective whose adventures, no matter how surreal, somehow kept a foot in the conventions of a 1940s radio serial. The character became a mainstay over the following four decades, and his cases are now collected in a four-CD set called Box of Danger. Danger dodges many foes in these audio plays, but you'll have to read the liner notes to discover his narrowest escape: In the '70s, New Line Cinema nearly made a Nick Danger movie starring Chevy Chase.