That all depends on where the radio is.
-- If the radio is submerged in the bathtub, then the sound waves from it travel mostly through water.
-- If you dropped your radio into a bowl of chicken soup, then the sound waves from it travel mostly through chicken soup ... for a while anyway.
-- If the radio was accidentally allowed to float out through the open hatch of the Space Station and into space, then any sounds the radio continued to make could not travel anywhere, since there's no material medium in space for sound to travel through, and sound needs one in order to travel.
-- If the radio is in a car or in your bedroom, then the sound waves it produces travel through air.