There's plenty here to pique one's paranoias in this still-chilly "post-cold-war" world. Plus, there's a competition for shortwave operators collecting recordings of these broadcasts. Listen to "The Swedish Rhapsody" for starts and prepare to be creeped out.
Shortwave operators have been tracking numbers stations for years. Stories have been done on radio and TV about these things, but this meaty site contains much clickable fun, audio and otherwise.