"A 70-year-old radio at a Scottish heritage centre has been picking up vintage broadcasts featuring Winston Churchill and the music of Glen Miller. The Pye valve wireless at Montrose Air Station, a heritage centre that tells the story of the men and women who served there, has no power and is not connected to any source of electricity." Radio ghost mystery at former RAF station | Dundee and Tayside | STV News
I like the commenters idea of recording the broadcasts assuming they don't already exist. In regards to the radio, I don't know what to make of it.
That's very strange indeed ... though I'd want to see a bit more proof before I believed it. Still, I don't dismiss the story out of hand. There are many odd and unknown things in this world.