HTC Thunderbolt has FM hardware & app (for whoever was looking for a Verizon phone with this capability). As noted, the US versions do not have the FM tuner. It is too bad that the OEMs are doing away with that feature - perhaps because it caters to such a small part of the overall market; perhaps because they're in bed with the carriers in the 'Let's force them to use data that they have to pay $$$ for' war. Your guess is as good as mine.
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