To complement Neverwhere, here's the most recent radio play they did of it. Really well done! The cast includes James McAvoy, Natalie Dormer, Christopher Lee, Benedict Cumberbatch, David Harewood, Sophie Okonedo, Anthony Head and David Schofield.
Just to clarify, I was referring to the BBC 4 radio play which was first broadcast in 2013. It was 6 episodes long and thoroughly enjoyable from start to finish.
Although I obtained it via less savourable means, here's an Amazon link if you're interested.
Neverwhere is a great story that also has an amazing radio play adaptation.
There's a BBC Radio play of Neverwhere also starring McAvoy that's available on Audible too