This is something that doesn't normally get video-taped.
If it is recorded it's on a security camera and most certainly not while the DJ is still on air. But apparently 87.7 WGWG-LP in Chicago screwed up. The program's staff Ben Finfer, Alex Quigley and Julie Dicaro discovered their situation via Chicago Tribune columnist Robert Feder's Twitter post.
*thanks to Thom for the link