WXR is broadcast from the Island's radio tower. It is the radio station that is listened to by the others.
The transmission is actually from the 1940's. At the current point in Season 4 (Eggtown), Daniel has begun to show that time doesn't flow the same on the Island. The signal has gone the way of Dan's rocket; while it was broadcast 60 years ago, it is just now finding its way to the island.