There IS one !!!

And it records radio programs !

Grundig G4 AM/FM/SW Portable Radio with MP3 and SD Player

it is on amazon at:

I don't think there is a better radio for the purpose, I have an E10
and it has taken such abuse and keeps on ticking.
I most like the fact that it uses rechargeable batteries so that I NEVER have to buy new ones..

Technical Details

* portable AM/FM /shortwave radio with MP3 playback
* 1GB embedded memory
* plays MP3 and WMA audio files
* records directly from tuner to embedded memory
* stores up to 1,000 stations with 4-character station naming