Making a transmitter without an RF Transmitter

I don't currently have access to a FM/AM RF transmitter, so I was wondering if it was possible to send information (or even just static) with the standard Arduino and wires. Maybe using PWM? I'm looking for more of a proof-of-concept, not really a fully working project if you get my drift. And if this is possible, could I pick it up on a radio?

I doubt it, and you would very likely be breaking the law if you could.