In the days of Old Time Radio Frank Nelson, (best known to young people as the guy parodied on the Simpsons who goes "Yessss.") was a re-occurring character on Jack Benny and he said in his day (remember this was when most radio came from New York City), when radio was live, he'd have the writers from Benny's show write him in first so he could do Jack's show then race via subway to another studio to do the second half of another show. Or vice versa, if that week he was on radio before Jack's show, Jack's writers would rearrange the script so he came in later.
So it was done like that in the "good old days"