Digg brought me to this interesting site that lists recording made of the shortwave radio frequencies. Call as the The Conet Project - Recordings of Shortwave Numbers Stations [ird059], this is a listing of all the various recordings made of this frequencies.
For the non-technical reader - the shortwave band is avialable on almost all radios and has been there for ages. However, it is no longer used for popular radio (FM , MW bands and other higher frequency bands are now used for various reasons). However, strangely enough, this un-used band is not that unused after all :-) It has for long been used for transmitting spy messages and apparently, this band is still very active.