[AlexW]

The local stations's signals fade out and are replaced with stations in Philadelphia or Chicago?

Where are you located? My guess is that you outside of Atlanta, maybe 50 miles or so?
This is a normal condition for the AM radio band.
After sunset, stations 50 miles away will fade into the noise, and very distant stations, up to 1000 miles or so will come in quite strong.
This condition is not limited to Atlanta. It happens everywhere.

[Sic Luceat Lux]

fyi