You can probably barely see it, but this gentleman is listening to an ultra-compact radio, as described 80 years ago in the October 1936 issue of Popular Science.
This “wrist-watch” radio is crammed into a chassis measuring two and a half inches square. It’s a two-tube circuit, but uses a dual 6A8 tube, with one half serving as regenerative detector and the other half as audio amplifier to drive the headphones. The set is powered by batteries around the gentleman’s waist. If you look very carefully at the photo, you might see them.
The set called for a fifteen foot antenna, which he is presumably dragging along.
So even in 1936, if you wanted an ultra-discrete method to listen to the radio, you could put together one of these, and nobody would even notice that you had a radio with you.