There are a few online ones, if you're interested.
You may want to check
BBC - Radio 3 - New Music home page and
Resonance FM — The Art of Listening for relatively new music, or you can check sites like
SHOUTcast | Free internet radio! for older stuff. Shoutcast has actually loads of stuff, from Country to Bebop to Classical to Japanese or whatever, it's pretty cool
(although you need winamp to listen to it)