The BBC site I first posted to seems to have disappeared, but found a potted history at Wikipedia
(reproduced below in case it gets deleted!) It says that after Night Train To Munich the characters appeared in two radio serials. Crooks Tour seems to be a film version of the first of them:
In The Lady Vanishes, the pair are hilariously singleminded cricket fans, rushing back to England to see the last days of a test match. They proved so popular with audiences that they recurred in the Gilliat-and-Launder films Night Train to Munich (1940, also starring Margaret Lockwood) and Millions Like Us (1943), and in the BBC radio serials Crook's Tour (1941, made into a film later that year) and Secret Mission 609 (1942).
Wayne and Radford played similar double acts in several more movies, such as Straker and Gregg in the 1949 Passport to Pimlico (again scripted by Gilliat-and-Launder), The Next of Kin (appearing at the end as a "Careless Talk Costs Lives" pair), Dead Of Night (1946, sequence directed by Charles Crichton), A Girl In A Million (1946, Francis Searle) and Quartet (1948, sequence directed by Ralph Smart). Another recurring cricket-mad pairing played by them were Bright and Early in It's Not Cricket (1948, Alfred Roome), Helter Skelter (1949, Ralph Thomas) and Stop Press Girl (1949, Michael Barry).
They were intended to reappear in I See A Dark Stranger (1945, Launder), but Launder and Gilliat refused to give them the larger roles in the film that Radford and Wayne demanded as befitting the high profile actors they had now become. As a result, the actors opted out of the film and two similar but differently named characters were substituted. This falling out, however, left Radford and Wayne contractually disallowed from portraying the characters. BBC radio (wanting to broadcast more of the popular radio comedy thriller serials) thus created the pairing Woolcot and Spencer in Double Bedlam (1946), Traveller's Joy (1947), May I Have The Treasure (1951) and Rogue's Gallery (1952). This also became Berkeley and Bulstrode in Crime Gentleman, Please (1948), and Hargreaves and Hunter in Having A Wonderful Crime (1949) and Fanshaw and Fothergill in That's My Baby (1950). In mid-production on Rogue's Gallery, Basil Radford died suddenly of a heart attack at 55 and Naunton Wayne completed the adventure on his own.
Charters and Caldicott themselves were resurrected again for a BBC television series, Charters and Caldicott, in 1985, (with Michael Aldridge as Caldicott and Robin Bailey as Charters), and recurred in the 1979 remake of The Lady Vanishes (with Arthur Lowe as Charters and Ian Carmichael as Caldicott).