I believe the Mercury Theater series (before Orson became "Orson") was live to all regions, and since it was unsponsored, it was low priority..California got it early in the evening, probably not on all stations, which explains why the panic occurred only in the East. Some stations may also have recorded it and delayed it, since we know there are airchecks from sources other than CBS in New York.
Not all shows were performed twice. It was up to the sponsor to decide if he wanted to pay the extra expense. I believe the 1943 (and maybe after that) half hour run of Amos 'n' Andy only aired once, with the west receiving it very early in the evening. I'm sure there are more instances.