From October 30, 1938 the classic Orson Welles radio play about alien invaders can be downloaded in MP3 here or listen online in Real Audio here.
You can also read this article from Guardian Unlimited (November 1st, 1938) on the uproar that I found thanks to the Google News Archive Search.
Plus, thanks to Archive.org you can view online or download the newsreel of the event featuring Orson Welles trying to wrangle out the trouble he gotten himself into.
Stream 64Kb MPEG4 (dialup) 256Kb MPEG4 (broadband)
Download (help) 64Kb MPEG4 (1.8 MB)256Kb MPEG4 (4.0 MB)
and thanks to me you can view it online below (but you already know that if you came from youtube)