The probably most famous song of the Wu-Tang Clan "Protect Ya Neck" from the album Enter the Wu-Tang (36 Chambers) starts with this radio talk:
Caller: "So whassup man?"
DJ: "Coolin' man"
C: "Chillin' chilin'? Yo, you know I had to call, you know why right?"
DJ: "Why?"
C: "Because, yo, I never ever call and ask you to play somethin' right?"
DJ: "Yeah"
C: "You know what I wanna hear, right?"
DJ: "Whatchu wanna hear?"
C: "I wanna hear that Wu-Tang joint"
DJ: "Wu-Tang again?"
C: "Ahh yea, again and again"
Did this actually happen on a real radio show (if so, which one?) or was it made up for the song (who plays the roles)?
As a bonus you can also answer why there's a radio intro in the first place.