On History: Radio
The Adventures of Superman, of course, is one of the more well-known, largely by virtue of the titular character's popularity. He was, arguably, one of the first cross-media phenomenon. The old Fleischer cartoons are certainly well-known as are the serials and later TV show. So I think fans readily roll the notion of a radio show under that umbrella. "He was in all media, so of course he had a radio show!"
But I don't know that fans today understand the importance and impact radio had back in the day. Unlike comics, radio programs could be listened to collectively and were a communal activity in a way that many other media -- certainly other media of the day -- couldn't be. So to have a character make the transition from comics to radio was a big deal, culturally on par with getting a blockbuster movie today.
Besides Superman, other comic characters that got their own radio programs included Batman, Blue Beetle, Flash Gordon, Blondie, Popeye, Blackstone, Archie, Dick Tracy, Gasoline Alley, Li'l Abner, Little Orphan Annie, Skippy, Terry and the Pirates, Mark Trail, Buster Brown, and the Gumps to name just a few! Perhaps surprisingly, considering how little is spoken of them in comic circles, they continued to be popular up through the 1950s!
What's striking to me is that any of them maintained any level of success at all! After all, comics are very much a visual medium and radio very much is not. Therefore you not only lose the visualizations provided in the strips, but the nature of the storytelling needs to be changed significantly. Think about that sequence from Action Comics #1 where Superman comes up to a locked room and the governor's assistant dares him to knock it down -- the subsequent panel shows Superman doing exactly that but without any dialogue or sound effects. While that sequence could be translated into a radio format, it would require some re-working for the non-visual medium.
I wouldn't mind seeing more writing analyzing how various comics were able to make the transition versus how many simply applied comic strip characters to what were essentially existing radio scripts.
For a little more discussion on Superman specifically, the National University of Singapore has a nine-minute clip of Ian Gordon discussing exactly that.