Radioactive mineral sources can be examined. With advance notice, other sources may potentially be provided, pending availability: a Po-210 source, mainly ~5 MeV alphas; Tl-204 and Sr-90 sources, producing a number of electron energies around 1-2 MeV; and a chunk of natural uranium ore with a large number of low-energy gamma rays.
The alpha particles have a range in air of about 2 or 3 cm; you must place the source close to the Radiation Monitor to observe the alphas. Inserting a piece of paper in the alpha beam stops them! The betas have a longer range in air, and are mostly unaffected by passing through a piece of paper. A thin lead sheet stops the betas, but some counting remains due to the presence of a some gammas in the beta source. The gammas are unaffected by the paper or the thin lead sheet, but can be stopped by a lead brick