I forgot exactly where the tower site was supposed to be for WCGO (then WONX) Evanston, IL, but the COL was supposed to change to Carol Stream, IL, & the tower site was gonna be located around that area. If I'm not mistaken, the FCC approved the move, but the area around the proposed tower site of then WONX was denied by the local government. It would have allowed the station to increase their power to 20 or 25kw during the day, & I think 10kw at night. Since the local government denied the station's request for the new tower site, WONX withdrew their CP, & decided to upgrade at their existing site in Evanston, IL, & keep the COL as Evanston. They however got the power increase they wanted, but not as big of an increase though, by sacrificing 1580 WKKD Aurora, IL, 1600 WMCW Harvard, IL, & 1600 WCGO (original WCGO) Chicago Heights, IL (WMCW & the original WCGO were daytime only stations with light bulb wattage at night). There's not much land in the city of Chicago to place directional AM towers, & the WGRB site is the only one I know that is in Chicago with directional towers.
For TV, WYIN had plans to locate their transmitter from their site in Lake Dalecarlia in unincorporated Lake County Indiana to the Sears Tower in 2003. The FCC approved the request, but it was WTTW & WYCC that was against the move, claiming that a station licensed to Gary Indiana would take away pledge dollars from them, while getting discounts on PBS programming, due to WYIN being licensed to Gary Indiana, while WTTW & WYCC are licensed to Chicago, & pay full price for programming. WYIN would also have had coverage similar to WTTW & WYCC, that they would have had a full market signal. WYIN withdrew their request, only because the cost to lease on the Sears Tower was too much money, & the other skycrapers weren't affordable either.
For FM radio, I haven't come across many cases where the government has blocked a station from locating at any specific site. For stations licensed to Chicago, all stations licensed in the commercial band are either on the John Hancock or Sears Tower (WDRV is the only one located on the Aon Center).