The 1938 Jam Handy short film “Back of the Mike” demonstrates, in detail, how dramatic sound effects were made for radio serials using specific devices and actors voicing different roles.
A boy lies on his bed (wearing a white shirt and a necktie), listening to a radio western. We see the images the radio creates in his mind, then we cut to the studio, where we see that this whole fantasy world is created at a frantic pace by announcers in three-piece suits and sound-effects technicians operating incredibly complicated jury-rigged devices. We get to see such things as one guy doing both voices in a conversation, an adult do a very convincing impersonation of a child’s voice, guys playing cowboys impersonating the sound of conversing while riding by playing “horsie” while reading their lines, and all the weird stuff used to make sound effects.
Many of these techniques have carried over to modern times.