Thank you both for the informative answers.
Glenn, if I understand you correctly, "air-checks" would be recorded off-air, hence the name, and the crosstalk on some of the Mercury shows which (IIRC) is absent for the Campbell recordings, which are presumably transcription discs recorded from a line signal as the shows went to air, but not from an off air signal?
Also, have either of you come across any indication as to why the "missing" shows are missing? The Campbells in particular seem to be a relatively complete and well preserved set. Might certain transcription discs have been discarded if part of the recording became damaged? I'm perhaps wrongly assuming that an hour long program would require several sides-worth of recording time, so perhaps an incomplete program would be judged "not worth keeping"?
Have any/many domestic off-air recordings of 1930s/40s shows surfaced? Would well-off radio listeners then have had the ability to record full length programs? I seem to remember in "Death of a Salesman" that Lohman's boss boasts about having a wire recorder that he can have the maid use to record (I think) Jack Benny, while he is away from home. Might these or disc based formats (although probabably expensive and quite rare) be used by members of the general public to record shows? Presumably recording wire was reusable, but disc based formats would be write once?
By the way, if you have access to BBC Radio 4 via internet, on Saturday March 12th, 20:00 GMT, in the "Archive Hour" strand, there will be a program compiled from Kevin Brownlow's interviews with silent film actors and directors, recorded in the 1960s as research for his book "The Parade's Gone By". It will be available for listening online for one week after broadcast here:
http://www.bbc.co.uk/radio4/factual/archivehour.shtml
The strand is always usually entertaining and in depth, and Mr Brownlow is very probably Britain's foremost silent film historian, so this should be worth a listen.