If memory serves, most (if not all) of the excellent Round The Horne can be found on the old YT. I seem to remember I got a fair way through them from start at one point, their original broadcast having been well before my "Start By" date! ;-)

Same is true for very many radio progs. The Goon Show is largely available from series 3 or 4 (there are no recordings of earlier ones, alas). The Navy Lark is another one that is definitely also available. You've only got to look, folks! Oh, and if you do look, you'll also usually find (wiki more often than not) that there's a list of episodes available so that you can follow them in sequence.

The internet does have its uses occasionally! ;-)