I love idealized depictions of New York and LA in the 1930s. The film has very enjoyable set designs, costumes, and depictions of 1930s night life. I know nothing about the radio character, but Alec Baldwin plays him as dashing and heroic, with just the right amount of Eastern mysticism thrown in. Penelope Ann Miller's Margot is smart, capable, and beautiful. Her dresses are sensational! Add to that a stirring score with a very nice Shadow theme, and you have good escapist super hero fare.