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Many AM and FM radio stations in the U.S. transmit their audio signal in a digital format known as "HD Radio".
HD Radio is a proprietary format that allows radio stations to broadcast both analog and digital signals on the same frequency. Most radio stations that broadcast digitally also continue to broadcast an analog signal as well. However, stations have the option of turning off their analog signal and broadcasting in digital only.
As of July 2018, only one radio station in the U.S. is broadcasting in a digital-only format: WWFD 820 AM in Frederick, MD. In the future, other stations may do so as well.
Digital-only radio stations cannot be heard on an analog radio.
More information about HD radio can be found on Wikipedia.