All of our 1941 Retro Hugo Award posts are indexed on one page for easy access.
In 1940 there was NO television. Note. This doesn’t mean that there weren’t any SF/F/H shows being produced. It means there was no such thing as regular broadcast of television shows that would be eligible for the Hugo.
The 1939 World’s Fair was partially broadcast ; the ’36 Olympics saw some television and a variety of sports, concerts and plays were broadcast on a very limited basis, to a very small market.
If the Hugo Administrators look into television in 1940, it is entirely possible that they will rule that nothing is eligible because it was not in wide enough circulation.
Despite the lack of Game of Thrones, 1940, there was still plenty of short works presented in non-literary media for the average fan to be able to find something to nominate – serials, animated shorts 
and radio plays.
Unfortunately, not everything that might possible qualify is available for viewing in the customary places one goes to on the web (Youtube, Archive.org, etc). Our list below may very well not be complete (additions welcome) and it may not be possible to view some works that may be eligible.
On the other hand, we’ve got some doozies in the serial department that are viewable; topping the list (in my old-school humble opinion) is Flash Gordon. Other than Buck Rogers, you can’t get any more SFnal than Flash (and I think that Ming has it hands down over Killer Kane in the evil department….). I’ve not yet watched Green Archer and only have bits and pieces of Doctor Satan under my belt, so the jury is still out.
On the cartoon side, there’s minimal offerings, but for pure SF content, Scrappy’s Tin Man has to take the cake; it’s a reprise of the Frankenstein story told in robot form. Popeye and the Jeep, as well as Ghost Wanted may be considered, depending on your definition(s) of what qualifies. A Wild Hare doesn’t really (so far as I’m concerned), but it is Bug’s first appearance and a talking, snarky rabbit may be enough for some voters.
Serials & Cartoons
Flash Gordon Conquers the Universe
The Green Hornet
The Green Archer (1-5) (6-10) (11-15)
The Mysterious Doctor Satan
The Shadow
The Mouse Exterminator (krazy kat) (marginal)
A Wild Hare (marginal)
Ghost Wanted
Doomsday (possible)
Terrytoons (maybe)
Scrappy Man of Tin
Popeye_the_Sailor (Popeye meets Eugene the jeep)
So far as radio plays go, there’s plenty to listen to, though again, many of the originals are simply not archived anywhere accessible. Superman is an obvious choice; an episode or two from Lux Radio or Mercury Theater may whet your appetite. Don’t forget to check out the Blue Beetle too, as well as taking the opportunity to compare the Green Hornet’s radio appearances against the serial show.
Radio Plays
The Adventures of Superman (radio) (1940–1951)
The Air Adventures of Jimmie Allen (1933–1943)
Believe It Or Not (1930–1948)
Blue Beetle (1940)
Buck Rogers in the 25th Century (1932–1947)
Captain Midnight (1940–1949)
Ghost Stories (1935–1951)
The Green Hornet (1938–1952)
The Hermit’s Cave (1935? – 1944)
I Love a Mystery (1939–1952)
Jungle Jim (1935–1954)
Let’s Pretend (1937–1954)
Lights Out (1934–1947)
Lux Radio Theater (1934–1955)
The Mercury Theatre on the Air (1938 – 1940; 1948)
The New Adventures of Sherlock Holmes (1939–1947)
Of Men and Books (1939–1948)
The Philip Morris Playhouse (1939–1953)
The Shadow (1937–1954)
Suspense
Tarzan (1932–1953)
The Three Suns (1940–1956)
Bonus Pic. Doctor Satan’s very cool retro-robot:
I Love A Mystery is an excellent radio series, and more adult than The Shadow or Superman. The Green Archer suffers from the silliness James Horne worked into his Columbia serials. The Scrappy cartoon was one of many mechanical men stories in cartoons; surprising that they hadn’t done one by 1940.