"Confession" was adapted from the well-known short story by Algernon Blackwood, and although Escape made a few changes, it is one of their finer radio adaptations. If you are interested in reading the short story, it is available online at horrormasters.com.
O'Reilly has been recuperating from shell-shock in a London army hospital for several months. He has been disturbed by an inability to differentiate which beings are real and which are not, but his condition appears to have improved. On this day, O'Reilly has been invited for tea by a female friend, and his doctor feels confident in allowing him to make the trip. O'Reilly is nervous about following the directions to his friend's home because he gets confused easily and he doesn't like to be alone.
Everything goes well until he exits the underground station and walks out into a heavy London fog. O'Reilly tries to follow the directions, but quickly becomes lost and disoriented. As he walks farther and farther, he meets a woman who also appears to be lost. He follows the woman to her home in the hopes that she will help him, but instead, she is murdered.
"Confession" was adapted for radio by John Dunkel and produced/directed by William N. Robson. William Conrad played O'Reilly, Ramsay Hill played the doctor, and Peggy Webber played the woman in the fog. This episode aired on December 31, 1947.
(Image from Morguefile.com)