“Return with us now to those thrilling days of yesteryear. . .” These words, dramatically intoned, opened each episode of “The Lone Ranger,” but, more generally, they remind us of the nostalgic pleasure found in older mysteries and adventure stories, such as those published in 1930s pulp magazines or dramatized in 1940s radio programs.

While everyone has heard of the Shadow — “Who knows what evil lurks in the hearts of men? The Shadow knows” — or of Doc Savage, Professor I.V. Frost is less familiar. Picture a composite of Sherlock Holmes and Q, the gadgetry wizard of the James Bond thrillers. Give him a fortified New York City mansion, a high-tech forensics lab and a customized supercar nicknamed the Demon. Easily bored, “Ivy” Frost undertakes only the most bizarre, the most inexplicable cases.

Donald Wandrei created Frost for Clues Detective Stories magazine, where the crime fighter appeared in 18 adventures between 1934 and 1937, all of them available in “The Complete Ivy Frost” (Haffner Press), edited by D.H. Olson, with period-style dust jacket art by Raymond Swanland and interior illustrations by Chris Kalb. These days, Wandrei himself is probably most often remembered as the co-founder, with August Derleth, of the most revered of the small presses specializing in weird tales, Arkham House.

Sometimes Frost is drawn into an investigation by some flamboyantly outré occurrence, as when a young woman is hired to parade down Fifth Avenue with a colorful exotic bird perched on her shoulder. Why? In a more typically macabre case, a member of the Hollister family dies each April, murmuring insanely about a green corpse creeping along a bedroom floor. Delusion or something else? In a third case, Frost escapes death from a hit man, a wild panther, a poisonous snake, a black widow spider, deadly gas and various explosive booby traps.

Throughout, though, he relies on his assistant, Jean Moray. Smart and resourceful, Jean carries a small automatic concealed in a thigh holster. With her exceptional beauty, she can distract a gunman for that fraction of a second, which is usually all Frost needs to save them from imminent destruction. Mixing Grand Guignol theatricality and nonstop comic-book action, the Frost and Moray adventures make for delightfully kitschy reading, as one would expect given titles like “Bride of the Rats” and “The Lunatic Plague.”

Just as Frost regularly draws on his scientific expertise, so do the investigators featured in “The Measure of Malice: Scientific Detection Stories,” compiled by Martin Edwards (Poisoned Pen Press/British Library). While L.T. Meade usually produced gushing school stories like “Bashful Fifteen” or “A Sweet Girl Graduate,” in “The Man Who Disappeared,” co-authored with Robert Eustace, she reveals how to dispose of a human body in less than three hours without using fire or acid. In Anthony Wynne’s novel-in-miniature, “The Cyprian Bees,” a killer ingeniously prepares his victims so that they will succumb to a bee sting. Dentistry enters the mix in this excellent collection’s most famous story, Dorothy L. Sayers’s “In the Teeth of the Evidence.”

If you enjoy old-time radio, you can easily imagine the tightly plotted dramas of John Dickson Carr’s “The Island of Coffins and Other Mysteries From the Casebook of Cabin B-13” (Crippen and Landru) as segments of WAMU’s “The Big Broadcast” with Murray Horwitz. Yet this collection of 23 radio scripts, edited with scholarly annotation by Tony Medawar and Douglas Greene, is nearly as much fun just to read.

As the luxury liner Maurevania cruises around the world, its medical officer, Dr. Fabian, reminisces about strange mysteries associated with various ports of call. “A Razor in Fleet Street” ingeniously plays off the legend of Sweeney Todd, the demon barber. “The Bride Vanishes” — about the reenactment of an inexplicable suicide — takes place on Capri, with a surprise climax in the Blue Grotto. The title story, “The Island of Coffins” transports the reader/listener to a small isle cut off from civilization since the 1920s. Other scripts bear such evocative titles as “The Street of the Seven Daggers” and “The Curse of the Bronze Lamp.” All of them rely on the sneaky use of ambiguity and misdirection.

Despite their often supernatural atmosphere, Carr’s who-and-howdunits eventually end with clear-cut, rational solutions. Not so, the contents of “Doorway to Dilemma: Bewildering Tales of Dark Fantasy” (British Library Tales of the Weird), edited by Mike Ashley. These stories deliberately end in mystery, leaving us tantalized and perplexed.

In the locus classicus of this subgenre, Frank R. Stockton’s “The Lady, or the Tiger?,” a young man on trial for daring to love the king’s daughter must choose between two closed doors in an arena, behind one of which crouches a ravenous tiger. Behind the other, however, waits a beautiful lady, to whom he will be instantly married. Before making his choice, the young man glances up at the princess who subtly indicates the door to his right.

As Stockton reminds us throughout, this semi-barbaric princess can’t bear the prospect of her beloved torn to pieces before her eyes, yet neither can she bear seeing him in the arms of a hated court rival. So, dear Reader, which came out of the opened door, the lady, or the tiger?

Ashley also reprints Stockton’s confounding follow-up, “The Discourager of Hesitancy,” as well as Cleveland Moffett’s once famous “The Mysterious Card” and its later, gruesome companion piece. An American businessman in Paris is given a card written in French, a language he doesn’t know. Everyone who can understand its words immediately cuts off all relations with him, including his horrified wife and best friend. What does the card say? Even more dazzling, Madeline Yale Wynne’s “The Little Room” and its sequel suggest that an old New England house flickers, ­Escher-like, between two differing realities. To crown all, this imaginative anthology even makes room for Arthur Machen’s dizzyingly phantasmagoric “The White People,” and that chilling fairy tale of diabolic temptation, Lucy Clifford’s “The New Mother.”

Michael Dirda reviews books for Style every Thursday.