There's definitely cross-lake reception between the Rochester area and the Belleville/Peterborough/Brighton area directly north of us. The last remaining AM up there, Belleville's CJBQ 800, is a local in Rochester by day and listenable at night, and they hear many of our AM signals up there as well.
FM used to be easier across the lake, but there's been a tremendous crowding of the dial on both sides of the border that's made it more challenging. For instance, Rochester's WVOR (now WDVI) 100.5 had a clear shot to the northern lakeshore...but then CKRU 980 Peterborough was moved to 100.5, blocking it out on the Canadian side. Here in Rochester, the cleanest Canadian FM signal is CFMX 103.1 from Cobourg, which is nearly a local (and even had a sales office here in the 80s for a few years). A few others - CJOJ 95.5, CIGL 97.1 and the newer CHCQ 100.1 - get across the lake as well, but the terrain on the US side (the glacial ridge that runs just south of the lakeshore) tends to block those signals south of Route 104.
One more note: nobody here calls this area "northwest New York." We're "western New York" if you're anywhere from Rochester to the Pennsylvania line, "central New York" from Rochester to Syracuse and Utica. "North", in a New York context, is generally reserved for the area north of Syracuse/Utica/Albany.