HAZMAT DISCOVERED ON ACFT THAT SHOULD HAVE BEEN UNLOADED AT A PREVIOUS STOP.

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THE EVENT/SIT WAS CARRIAGE OF RADIOACTIVE HAZMAT WITHOUT THE REQUIRED PAPERWORK. IT OCCURRED AFTER A FLT FROM CMH TO MDW WITH 2 BOXES OF RADIOACTIVE HAZMAT AND APPROPRIATE PAPERWORK. WE ARRIVED ON THE RAMP AT MDW AND WERE GREETED BY THE RAMP SUPVR. HE IMMEDIATELY ASKED IF WE HAD ANY HAZMAT ON BOARD AND THEN ASKED FOR THE PAPERWORK. WE GAVE HIM THE PAPERWORK AND HE BEGAN TO UNLOAD THE APPROPRIATE CARGO FOR THAT DEST. I THEN LEFT THE ACFT TO CHK THE WX FOR OUR NEXT DEST AND CONTACT OUR DISPATCH. MY COPLT STAYED IN THE ACFT; PICKED UP THE NEXT CLRNC AND CALCULATED THE WT AND BAL; PLUS PERFORMANCE NUMBERS. WHEN I RETURNED TO THE ACFT; THE NEW CARGO HAD BEEN LOADED AND SECURED; AND WE WERE INFORMED THAT WE WERE ALL SET FOR DEP. I WAS NOT INFORMED THAT ANY HAZMAT HAD BEEN PLACED ON BOARD; SO WE DEPARTED FOR THE NEXT DEST. ON OUR ARR IN STP; I BEGAN TO UNLOAD THE ACFT AND FOUND THAT THE RAMP SUPVR AT MDW HAD LEFT THE 2 BOXES OF HAZMAT ON THE AIRPLANE THAT SHOULD HAVE BEEN UNLOADED. THIS WAS EVEN AFTER WE INFORMED HIM OF ITS PRESENCE AND GIVEN HIM THE PAPERWORK. ALSO; TO MY SURPRISE; I FOUND HE HAD LOADED 2 MORE BOXES OF RADIOACTIVE HAZMAT GOING TO STP; BUT NOT INFORMED US OF THEIR PRESENCE OR GIVEN US THE REQUIRED PAPERWORK AND PLT NOTIFICATION FORM. I IMMEDIATELY UNLOADED ALL THE HAZMAT FROM THE ACFT AND CALLED COMPANY DISPATCH TO INFORM THEM OF THE SIT. THE 2 BOXES OF STP DEST HAZMAT WERE LEFT THERE AND I TOOK STEPS TO GET THE APPROPRIATE PAPERWORK AND FORMS TO CARRY THE OTHER 2 BOXES BACK TO CMH WHERE THEY COULD BE ROUTED TO THEIR CORRECT DEST. UPON ARR AT OUR HEADQUARTERS IN CMH; I DISCUSSED THE SIT WITH THE ASSISTANT CHIEF PLT (CHIEF PLT WAS NOT THERE); HAZMAT SUPVR; AND THE NEXT MORNING THE DIRECT OF OPS. I ALSO SPOKE WITH THE PEOPLE IN MDW WHO ARE RESPONSIBLE FOR AND TRAINED TO UNLOAD; LOAD; AND INFORM THE AIR CREWS THAT HAZMAT IS ON BOARD AN ACFT. I BELIEVE THAT THE BIGGEST CONTRIBUTING FACTOR TO THIS PROB IS THAT WE HAVE VERY TIGHT DEADLINES AND THE COMPANY OVERSTRESSES ON-TIME PERFORMANCE. I AM SURE THAT THE RAMP SUPVR IN MDW WAS JUST TRYING TO WORK TOO QUICKLY AND MADE A MISTAKE.