Recently I heard an adaptation of "Oh Whistle........" on the radio, it was very good, but unlike in the story the ghost speaks briefly at the end, the radio phonics workshop did an excellent job of creating a really creepy voice!
P.S. There is a lot of M.R.James material on You Tube, audio versions of the stories and some of the film's made by the BBC, my favorites are "Room 13" and " A View From A Hill".
P.P.S. Recently I stated that there was a very good Stephen King You Tube channel called S K Audio, it had some very good adaptations of his short stories that you can't find else where, sadly most of this channel has now been pulled/shut down, why I have no idea, maybe copyright reasons, but it's a great shame non the less.