The Hitch-Hiker by Lucille Fletcher

Here we have one of the most enduring ghosts of the 20th century: the vanishing hitch-hiker. This particular ghost has turned up in a good number of stories and urban legends. Usually it involves a hitch-hiker being picked up and then mysteriously disappearing from the moving vehicle.

This variation is a hitch-hiker who is never picked up, but who recurs outside of the car. The story was written by Lucille Fletcher as a radio play; it was performed at least three times in three different series, each time with Orson Welles in the lead.

The play features a ghost that is either warning or threatening the narrator, which is a standard trope for ghost stories. It also features another common trope - but you should listen to the play to hear what this is, rather than having me spoil the end for you.

Here is the second version, from the classic series Suspense. It's not quite as good as the Mercury Summer Theatre version from 1946, which was also directed by Welles. I could not find that version online, but I have it somewhere.

Welles and Fletcher were both absolute masters of the radio medium in their day. Welles was infamous for his 1938 War of the Worlds adaptation, which convinced some people that an alien invasion was actually in progress. Fletcher's best known work, Sorry Wrong Number, was one of the best radio suspense plays ever written. The Hitch-Hiker is an old-fashioned radio play, but it's still good fun.

It was later adapted as an episode of The Twilight Zone, but I have not seen that episode.