After three years of off and on searching throughout the internet, I have finally found a audio version of The Mysterious Axeman's Jazz.
As the story goes, towards the beginning of the twentieth century, a serial killer was more or less rampaging through the streets of New Orleans, offing his victims with an axe. Mysteries at the Museum did a nice little segment on it a few months ago:
I have never been able to find a full audio version until now. Many thanks to Ragtimer95!!