AM radio (called "medium wave radio" in Europe) is still used in Eastern Europe, the UK, Spain etc.

The last AM broadcasts in Sweden stopped in 2010, see https://en.wikipedia.org/wiki/S%C3%B6lvesborg_medium_wave_tr...

For a full list of AM radio stations in ITU region 1, see https://www.mwlist.org/mwlist_quick_and_easy.php

We have it in the UK. The BBC still broadcast on it (at least they did last time I tuned in). I believe there are some sports stations who use it too. My dad would listen to cricket on it in the car all the time when I was a kid.

Not US-only, but it appears that Sweden is indeed one of the countries that no longer supports it: https://en.wikipedia.org/wiki/Medium_wave#Use_in_Europe

Shortwave on plain consumer radios is AM. A lot of stations there, a lot of them from China.