1001 Nights (audio anthology)

1001 Nights was the one hundred and sixty-eighth release in Big Finish's monthly range. The four stories were written by Emma Beeby and Gordon Rennie, Jonathan Morris and Catherine Harvey respectively and featured Peter Davison as the Fifth Doctor and Sarah Sutton as Nyssa.

Publisher's summary
A long time ago, two travellers came from far away...

In the perfumed palace of an omnipotent Sultan, a girl must tell stories to keep the man she cares about from a cruel and horrible death. She spins tales of distant lands she has visited with a mysterious traveller, of fabulous creatures and fantastic adventures — and of a blue box that can travel in time and space.

Meanwhile, in the dungeons below the throne room, there lurks a secret which will bring down the kingdom — perhaps even the universe.

Can the Doctor and Nyssa escape from this never-ending story before the final chapter spells their end?