Sony makes a small radio with TV, weather, AM, and FM.
http://www.sonystyle.com/is-bin/INTERSHO...an_RadioWalkman

It is 3-3/8" x 2-1/2" x 1-5/16" and runs on 1 AAA battery. It's considerably more expensive at $29.95 Sony List price. This is one of the smallest radios I've seen with the weather bands and digital tuning. The sound is good for the quality of headphones I've used with it.