In the history of radio and television, what program was unusual in
that it began on television, and later moved to radio?

Hello.

There are apparently two programs that followed this unusual route:

"My Little Margie"
"Have Gun Will Travel"

sources:

'There were even a few shows that began on television and migrated to
radio, including "My Little Margie" and "Have Gun Will Travel,"'
source:
ericzorn.com
http://www.ericzorn.com/mailbag/oldmail9/

"In an unusual move, My Little Margie began a radio series in December
1952, a little more than two months after the first TV series had
finished, and then continued on both mediums"
source:
TelevisionHeaven
http://www.televisionheaven.co.uk/margie.htm

" Have Gun, Will Travel began as a popular television show starring
Richard Boone and migrated to radio starring John Dehner."
source: amazon.com
http://www.amazon.com/exec/obidos/ASIN/1570190933/

"AN OLD RADIO FACT: Most often a popular Radio Show went on to try
it's luck on TV in the early forming days of television but with three
series it was the reverse. HAVE GUN WILL TRAVEL, MY LITTLE MARGIE & I
LOVE LUCY were all popular, first on television and then hit the
airways of Radio. Have Gun Will Travel was originally run on TV from
1957 to 1963 with Richard Boone as that man called Paladin. The radio
version starring John Dehner ran from 1958-1960. My Little Margie made
its TV debut on June 23, 1952 and launched the radio version December
7, 1952. I Love Lucy started its TV run in 1951, its radio counterpart
in 1952. "
source: memorylanemagazine.com
http://www.memorylanemagazine.com/tsmv1no13.htm

Note that this last source also mentions "I Love Lucy," and
technically that's true because there was an "I Love Lucy" radio show
that apparently aired briefly in 1952 (after the "I Love Lucy" TV show
had debuted). However, the television version of "I Love Lucy" had
been inspired by Lucille Ball's earlier "My Favorite Husband" radio
show, so whether you want to count "I Love Lucy" as a show that truly
"started" on television is up to you.

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search strategy:
series, "on television", "to radio"
"little margie", "gun will travel", radio, television

I hope this helps.