In the early 1930s, Wynn hosted the popular radio show The Fire Chief , heard in North America on Tuesday nights, sponsored by Texaco gasoline. Like many former vaudeville performers who turned to radio in the same decade, the stage-trained Wynn insisted on playing for a live studio audience, doing each program as an actual stage show, using visual bits to augment his written material, and in his case, wearing a colorful costume with a red fireman's helmet. He usually bounced his gags off announcer/straight man Graham McNamee; Wynn's customary opening, "Tonight, Graham, the show's gonna be different," became one of the most familiar tag-lines of its time; a sample joke: "Graham, my uncle just bought a new second-handed car... he calls it Baby! I don't know, it won't go anyplace without a rattle!"

