Radio waves naturally travel in straight lines, so you would naturally expect (because of the curvature of the earth) that no radio station would transmit farther than 30 or 40 miles. And that is exactly the case for ground-based (as opposed to satellite) TV transmissions. The curvature of the earth prevents ground-based TV transmissions from going much further than 40 miles (64 km).
Certain radio stations, however, especially the short-wave and AM bands, can travel much farther. Short-wave can circle the globe, and AM stations transmit hundreds of miles at night. This extended transmission is possible is because of the ionosphere -- one of the layers of the atmosphere. It is called the ionosphere because when the sun's rays hit this layer, many of the atoms there lose electrons and turn into ions.
As it turns out, the ionosphere reflects certain frequencies of radio waves. So the waves bounce between the ground and the ionosphere and make their way around the planet. The composition of the ionosphere at night is different than during the day because of the presence or absence of the sun. You can pick up some radio stations better at night because the reflection characteristics of the ionosphere are better at night.
Here are some interesting links: