I have had this very problem in two residences in Brooklyn, with two separate cable ISPs.

Running your coaxial cable through a surge protector WORKS!

This took me months to figure out. Thanks to whoever mentioned this earlier in the thread.

1560 am
 

I just found this thread, and am having the same problem.
Today I hooked my Macbook Pro to my stereo receiver through the headphone out, though a mini jack cable, and into split RCA plugs. And voila, I am receiving a radio station in Boston (AM 1560). Two people above mentioned they were hearing Radio Disney in NYC the same way, and a google search shows that that station is also AM 1560.

It seems in my case that the Mac itself is receiving the signals. Why? Because when I remove the cable from the mac headphone jack, the radio signal goes away. Interstingly, when I plug a USB external drive into the Mac, the signal comes in clearer (antenna). So something in the Mac is picking up AM 1560. By the way, this happens even when it is on battery power (no interfernce from the electrical system in the house), and my connection to the internet is through a wireless router---the cable comes into the home to the router in another room, so cable modem interference is highly unlikely Also, the radio signal comes through even when I have airport turned off.

So there is a Mac problem in terms of interference at 1560. Any thoughts on how to fix this?

I had the same issue (in France), I have a new and fairly decent Stereo Hifi Receiver and when plugin to the AirPort Express there was some interference. When I increase the volume of the Receiver the interference were actually some local Radio Station that I could hear clearly as if I had a tuner !

Well you have to know that it can't be wifi interference as the airport wouldn't be able to decode it, so changing channel or stuff like that cannot do any good.

This is just cable or electrical cable acting as antenna, and you have to determine which one is the culpit.

In my case this was the ethernet cable from the DSL modem to the airport express that added created the interference that were amplified by the airport (even when deactivated from the airport settings, it had to be physically unplugged). I am now using the airport wifi only and have no longer any radio interference.

To fix your situation just unplug one by one every cable from the receiver to the source, RCA cable then airport or DAC power cable ... till the modem / switch. When unpluging a cable does not change anything it means that is was probably the cable before that was the issue. In my case unpluging the internet cable from the modem DSL does not change anything but unpluging the ethernet cable from the express did fix the issue.

If it seems to come from the macbook (which I doubt as it only send digital signal but could be an electrical interference) try to unplug the power source AND the ethernet cable to the macbook. Stay on battery and wifi without any USB device to see whether it change something or not. If it does not, it could maybe the aluminum case itself that you will have to ground but be sure to have tested. If you are connected directly through you macbook to the receiver/speaker try another cable, particularly if it is long and unshielded.

My ethernet cable was cat. 7 (so good quality and supposedly shielded) but it was very long (6 meter) which probably caused the issue despite the quality.

Good luck !