In the 1920s, many were sponsored by the manufacturers of consumer products. television programs newspaper comic strips silent movies radio programs

Radio programs.

One example would be Lux Radio Theater, sponsored by Lux, a brand of soap.  The Jack Benny Show featured ads from its sponsor, Jell-O.  Advertising agencies worked to target sponsorship and ads at the target audience of the programs.

Television, by the way, was just beginning in the late 1920s and didn't really become a dominant media until after World War II.  

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