If your radio doesn't have an external AM antenna jack, rig up your own.
1) Open the radio
2) Locate the AM antenna (it will look like a short bar with thin wire wrapped around it.)
3) Insert a length of 24 ga speaker wire (or similar) through the back of the radio housing, and wrap 3-4 turns around the AM antenna WITHOUT DAMAGING IT!
4) Secure the loops with a bit of tape or somthing, and draw the remainder of the wire back through a hole in the housing.
5) Reassemble the radio.
The result should be that you have a single wire entering the back of the radio, making a few turns around the ferrite antenna, and exiting again.
These two wire ends will become your external antenna jacks.
1 must be connected to a good ground. The other can be connected to an antenna.
I have found that a simple long-wire antenna works great. Simply stretch your antenna wire out away from your radio for at least 25'.
Make sure you are able to easily disconnect your radio from the antenna in case of lightning.
I did this with an old Sorny boombox that had a digital tuner, and am pretty happy with the results. I receive stations as far away as WBZ in Boston to KOA in Denver at night.
Good results, on a dime budget.