It's almost impossible to get a "radio" these days. It's always built into something else. And now Radio Shack barely exists.
I think Fry’s still sells them.
Try one of the SDR (software defined radio) USB dongles, like this:
RTL-SDR Blog R820T2 RTL2832U 1PPM TCXO SMA Software Defined Radio with 2x Telescopic Antennas
That will tune from 24 MHz to 1.7 Ghz. Plug that into a USB port, and use one of these software packages to "tune" it:
The BIG List of RTL-SDR Supported Software
If you want wider range, try this:
That will expand the range down to 1 kHz.
Lots of stuff available from an old-time company, Universal Radio:
http://www.universal-radio.com/catalog/portable.html