In 1948-1949 there was a radio show called Blackstone, the Magic Detective, starring actor Ed Jerome as Harry Blackstone Sr.

The scripts were written by Walter B. Gibson, who wrote several books on magic (he ghosted Blackstone's books), and he also wrote many episodes of the radio show The Shadow.

Each Blackstone show was 15 minutes long. Blackstone told a story and then invited the listener to solve the mystery before he gave the explanation. And at the end of each show he explained how to do a trick.

You can listen to several episodes here:

http://archive.org/details/Blackstone_The_Magic_Detective