Just before I went on holiday I happened across a strange but faint transmission which I discovered was probably a Cuban Number Station. This perked my former interest into number stations and doing a little research I have found a number of audio documentaries, from several years ago, produced by the American NPR media organisation, most of them using Akin Fernandez's Conet Project.
Numbers Stations: Mystery Over The Airwaves <article link> <audio download>
Music by the 'Numbers Stations' <article link> <audio download>
Atencion: Seis Siete Tres Siete Cero: The Shortwave Numbers Mystery <old article link> <newer article link>
This last one was one produced and mixed by David Goren, and unfortunately the only audio available from NPR are in RealAudio format (shudders) but luckily David Goren has a SoundCloud page (his username Shortwaveology nice!) with high quality versions of the programs
The Shortwave Numbers Mystery by Shortwaveology
Atencion! Seis Siete Tres Siete Cero: The Mystery of the Shortwave Numbers Stations by Shortwaveology
David also has a number of other interesting audio works on his page created from raw radio reception, I particularly like this one
Mercy, So Much Noise by Shortwaveology
I also installed Ian Wraith's RIVET program which allows decoding of some of the HF data modes used by clandestine operators.
Some other interesting links I found on my travels,
Simon Mason's Shortwave Espionage
Spy Numbers Stations on Shortwave Radio
Numbers & Oddities
there is also the Engima 2000 Yahoo Group unfortunately this seems harder than the Freemasons to get into (just joking!) I tried to join just before leaving for my holiday and was then asked send a email back to prove I would be an active participant, which is reasonable enough request. I did send a detailed one back, to then be told they never received anything so I was denied membership, this seemed a little strange as all communication had been done using Yahoo's own email system. In their defence I could have tried again, unfortunately I had neglected to save a copy of the email in my sent folder and being away on holiday at the time when I received the rejection I acted a little petulantly and decided I had better things to do.