In the 1980s we downloaded games from the radio

I read this is how the CD Projekt Red founders smuggled Western games into the Iron Curtain states. I think it's an urban myth, but separately, the founders smuggled games into the USSR, and some games were smuggled through the radio then.

According to the story, he wrote a letter to some western guy and he sent him back a cassette with a game or two, and then the copying spree started.

I remember hearing about people who were really into data broadcast over shortwave radio. They were mostly prepper types, but I'm sure there were some pirates among them.

Here's a pretty thorough article on data over radio:

https://www.nutsvolts.com/magazine/article/may2015_Steber