If your carrier allows it, and your phone has the FM circuit engaged, the Next Radio app will allow you to tune in to local FM stations.
In fact I am 100% positive there is a downloadable solution that will physically work for you in the podcasting world. My cousin downloads podcast shows all the time and plays them back from his SD card media storage on either his phone or Sandisk MP3 player. Question then becomes one of content... and if you can find what you want to listen to.
My FM radio of choice is this Insignia HD radio that I have had for years. I'm an avid music listener and I used to listen to a live weekly FM show that specialized in progressive rock and jazz fusion. Not sure if anyone still makes HD radios today, probably not. I still use it every once in a long while, still works just fine. To my ears HD radio (at least this one) sounds better than many highly compressed www radio stations I have tried.