First check to see if your county is covered by a NWR station.

The range for NWR reception is about 40 miles from the transmitter. However, many things affect reception. Large bodies of salt water tend to greatly increase range. Forests, deserts, and hills/mountains tend to greatly reduce reception. Reception in cities may be reduced due to steel and concrete, while higher elevations will enhance the signal. Reception can vary from room to room. Mineral deposits in the ground can affect your radio signal. Moving even a few feet can a weak signal to a strong one.
 

It may help to be near a window facing the direction of the station, away from other electronic equipment, and on an upper level. You may need to to get a receiver with a good quality internal antenna, or hook it up to an external antenna.

Generally the least NWR expensive models are the ones that have reception problems. Many models will have a port to hook up an external antenna. You can buy an external antenna from an electronics store or make your own. The antenna will be similar to the type you use for your stereo: a two-conductor piece of wire attached to a wall and stretched up the wall toward the ceiling. When it nears the ceiling, split the wire conductors to form a T where the wire splits into it's horizontal section, each section should be at least 18 inches long. You can also tap into your regular outside or inside TV antenna. 
 

For specific reception questions, contact your local National Weather Service office. The NWR station listing includes the programming office for each station, with links to the programming office's home page via a regional map.