iTunes has the OneTuner Pro Radio App [apple.com] (iOS 4.3+) for $ 0 downloaded. Plays millions of songs from popular radio stations around the world. If it is playing on the radio on any of thousands of stations, you can listen to it here.
Other games and apps available for $ 0 downloaded include:
GymStreak Pro App [apple.com] (Normally $ 8.99)
Optical Illusions App [apple.com] (Normally $ 5.99)
Phone Doctor Plus App [apple.com] (Normally $ 1.99)
Saver: Control Your Expenses App [apple.com] (Normally $ 2.99)