I should have said a "live local TALK RADIO show." Currently that's only WABC Sunday through Thursday overnights with Frank Morano. Weekends it runs infomercials.
For SPORTS Radio, there are two live, local overnight stations. WFAN-AM-FM has Steve Somers weeknights. On weekends WFAN has local hosts until 2 or 3 a.m., with some overnight programming from the CBS Sports Radio Network.. And WSCR Chicago on weekdays has Les Grobstein all night. But it runs CBS Sports Radio overnight on weekends.
WLW had a live overnight TRUCKING show, but no more. It now runs Red Eye Radio from Westwood One, seven nights a week.