There's too many to list, but here's 10 off the top of my head. Maybe one will appeal.
Breathing Space: Sci-Fi (Space Western), Various. Same-world anthology featuring interesting stories from around the solar system in the early days of space travel. Mix of hopeful, horrific, tragic, hilarious, all fun and building the overall world. On the off chance episode 1 doesn't convince you, listen to episode 2 before you bail.
InCo: Sci-Fi. A seemingly cool (perpertually stressed) information trader and her peppy bot are thrown off-schedule and into more political intrigue than they bargained for when they rescue a boy floating in space.
Life With Althaar: Sci-Fi, Comedy. A human repairman moves to a space station on the edge of human territory that is perpetually on the edge of self-destruction, and ends up with a less-than-ideal last-minute roomate. Althaar is polite, friendly, deeply interested in human culture, and eager to be friends. Unfortunately he belongs to a species that sends humans into a visceral panic at a glance.
Maps of the Lost: Supernatural, Weird, Various. Tourguide to the strange, magic surreal etc around Britain. A few short entries each episode about the people, places, events you may wish to see, or avoid.
Modem Prometheus: Supernatural, Horror, Urban Fantasy?. Anthology of "modern folktales" all set in the same city, loosely connected. Good writing, and it's fun to see the threads connect.
The Moon Crown: Horror (Cosmic, Supernatural), Surreal, Sci-Fi Elements. Disgraced former transcriber Lou borrows a radio to recount the various horrific choices she did and didn't make to lead her to where she is now. Starting with abducting a vampire. Neat soundwork and a healthy dose of Fillipino folklore.
The Pale: Weird, Supernatural Elements. A reporter on an Antarctic cruise begins collecting the stories of bizzare things happening to the other passengers.
Tell No Tales: Supernatural, Horror Elements. Audio diary of Leo Quin, assistant to the director of Better Place, a ghost removal service, and company that Leo's determined to take down from inside. Their weapon of choice? Interviews, as soon as they can get their audio recorder to capture the voices of the ghosts.
The Vesta Clinic: Sci-Fi. Medical reports from Vesta's newest doctor (and the clinic's AI) on various her patients, human and otherwise. Good blend of creative alien design and personal stories in a cozy setting.
The Weird: Comedy, Supernatural Horror, Tabletop. Tabletop (though streamlined to remove irrelevant chatter) following two agents for the US Department of Weird in the 1990s and their shitty ford fiesta, as they head out across the country to investigate reports of strange sightings and encounters.