This initial introduction has been filtrered through an EQ compressor designed to imitate a telephone.
The backing music here is Anton Karas' zither music; specifically, "The Third Man" theme. 
The backing effects here are from the BBC: "Long low wind" and "Two men - Footsteps on Stone."
This is the sound of a british telephone ringing.
Also, please notice that the footsteps start when the radio goes off-- as Maxwell and the Nebbish stop to listen.
The E.B.B. voice mail system, and the old man's message, have been run through the Telephone EQ compressor.
The first sounds you hear are the skipping and clicking of old LP records.
These sounds are a combination of an Irish tin whistle and several records in the UT sound archives of trains being played at half speed.  The haunting slow whistles of the trains and the tin whistles are particularly effective.
The atmospherics kick up a notch here with the inclusion of some very slow keyboard parts.
Here's where the low-end texture starts to roll in-- these were didgeridoos, created by cutting lengths of PVC pipe of varying diameters and using beeswax to create a mouthpiece at one end.  There are many layers of didgeridoos laid atop the  whistles and trains and keyboards here.
The sounds of clanking metal are all that remains from an earlier inclusion, a small dialogue sample from the 1950s film "Doctor X."
At this point, you can start to hear the bass work of Kurt Johnson, from the bands The Flying Luttenbachers and Lozenge. Kurt was running his bass through several distortion pedals and compressors, and before they were recorded onto the sixteen-track, they went through more oscillation and delay processing.
The sounds of breathing you're hearing here are actually from the keyboard itself, a mid-80s keyboard that had special buttons to play, in this instance, the voice of someone saying "Yeah!"  this was supposed to be for fills in rap songs; however, slowed down to this degree, the "yeah's" just sound creepy and breathy.
These sounds are British telephone sound samples taken from the BBC sound effects library, slowed down to some degree.
If you listen closely here, you can hear some compression and crossfading-- for the purposes of the radio play, I cut out  a large selection from the sound collage.  The section extracted featured a long spoken word storytelling sample that  could have interfered with the later revelations from Maxwell and the Nebbish, as well as adding time to an already-overlong  noise piece.
Here you can start to hear the sound effects of dogs howling, guns shooting, and some vocal overlay. The gun sound effects are from several different public domain sound effects websites, and the dogs come from those same websites and from the BBC library.  In some of these samples, you can hear digital distortion in the howls-- this is an intentional distortion.
The heartbeats in this section are from an old medical record entitled "Canine Heartbeats."  The record was designed to help veterinarians diagnose and treat canine heart disorders.
The layered voices in this section are my own and Dan's.
I love that the heartbeats speed up and the bass comes to the forefront in this section.  It really heightens the suspense.
At the same time, the voices start to fade to the background and become more indistinct, giving the feeling of claustrophobia.
I love the gradual exit of first the bass, then the voices, then the dogs, then one final gunshot.
The background noise for this segment is an LP titled "Steam Railroading Under Thundering Skies." This segment was very difficult to time-- every time that you can hear a thunderclap, it's been edited and rearranged for maximum effect.
This is a BBC sound effect: "Destruction of a Factory Chimney."
Ditto.
Actual handgun sound effects sounded to paltry and thin to use here- this is the sound of an anti-tank mortar round. 
This is another mortar round.
BBC: "Door opening, closing, and locking."