September 30, 1939: A popular show Captain Midnight was heard on radio for the first time on Mutual. The Captain flew his single-engine plane all over the place fighting crime. Captain Midnight was sponsored by Skelly Oil and by Ovaltine, which dropped its sponsorship of Little Orphan Annie to climb on board with this show. Captain Midnight , an adventure franchise, was a radio aviation serial that debuted in 1938 as a syndicated show. Sponsored by the Skelly Oil Company, it was initially aired on a few radio stations in the Midwest area. When Ovaltine took over sponsorship in 1940, it became a national hit. The show was broadcast on the Mutual Radio Network. Captain Jim ""Red"" Albright, a World War I U.S. Army pilot, was the title character. The show moved to another network from 1942 until 1945 when it was aired back on Mutual and remained there until its final run in 1949.