This seems like a interesting subject to respond to, when I heard "Weird" Radio Stations I immediately thought ones that are creepy or unsettling, something could possibly be tied for a conspiracy or something on the deep web.
Can't really bring up any good examples I have but I can suggest what I just mentioned as a idea for people to look for. I'm sure there are some stuff out there. I think I have heard of certain secret language morse code recordings that are sent back to each other through certain stations, probably that are involved with Russia or certain third-party countries. Although I'm certain many of these instances their probably not public and are just ripped from people who have listened.
Anyway, good topic.