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I live very close to Vatican City (see above), but I think their AM transmitter is out of town, to the North of Rome. I visited the Wiki on Vatican Radio. Very interesting. Turns out that the Jesuits run the radio stations. Go here for a virtual tour:
http://www.vaticanradio.org/museo_tecnico/it/gal_fot_24.asp
It took me a few minutes to hook up the 4 parts of my crystal receiver; it seemed kind of fitting (and a bit eerie) to be rewarded with the faint sound of Gregorian chants.