There are still a few shortwave broadcasters. You could build your own shortwave receiver from a kit: https://swling.com/db/radio-kits/

There's a list of stations here: https://www.savenetradio.org/shortwave-radio-station-frequencies/

You can also get into a amateur radio fairly easily. In the US, lots of radio clubs put on license classes, especially for the entry level technician class license. Most other countries have an amateur radio scheme.