The world's first radio show was broadcast Christmas eve 1906 by the canadian Reginald Fessenden.
http://www.ieee.ca/millennium/radio/radio_unsung.html
quote:
"On December 24, 1906, at 9 P.M. eastern standard time, Reginald Fessenden transmitted human voices from Brant Rock near Boston, Massachusetts to several ships at sea owned by the United Fruit Company.
The host of the broadcast was Fessenden. After giving a resume of the program Fessenden played a recording of Handel's "Largo" on an Ediphone thus establishing two records - the first recording of the first broadcast. Fessenden then dazzled his listeners with his talent as a violinist playing appropriately for the Christmas season, "Oh Holy Night" and actually singing the last verse as he played. Mrs. Helen Fessenden and Fessenden's secretary Miss Bent, had promised to read seasonal passages from the Bible including, "Glory to God in the highest -and on earth peace to men of good will," but when the time came to perform they stood speechless, paralyzed with mike fright. Fessenden took over for them and concluded the broadcast by extending Christmas greetings to his listeners - as well as asking them to write and report to him on the broadcast wherever they were.
The mail response confirmed that Fessenden had successfully invented radio as we know it. Technically, he had invented radio telephony or what radio listeners would call "real" radio as opposed to Marconi's Morse code broadcasting. Fessenden could truly lay claim to be the inventor of radio and he fully expected the world to beat a path to his door. Instead, he never received his due recognition, lost control of his patents and the ensuing revenue which made other inventors and companies immensely wealthy."

