To start, follow the steps suggested by RFI Services: " How to" Locate Radio Frequency Interference (RFI) or Television Interference (TVI) in a Home.
If you are still experiencing a noise problem, take a walk around your neighborhood with that same AM radio used above.
Broken or cracked power line overhead insulators and plasma tv's have turned out to be the biggest offenders found by hams these days for noise interference.