Question

How did the radio version of The War of the Worlds warn the audience that the broadcast was not real?

Answer 1

By announcing before, during, after the broadcast that the program was fictional

Answer 2

They added a disclaimer at the beginning of the show to warn the public that the broadcast was not real.

Since those listening to the Radio, if caught by surprise, would most likely believe what they were being told. In the end, those who turned in later on and missed the disclaimer ended up believing what they heard anyways, causing an infamous histeria that is talked about until today.