In the US sometimes you’d have pirate radio off the coast so as to avoid “jurisdiction” though I’m not sure how effective that was.
The pirates got very advanced over the years, and one of the most important tactics was to separate the studio and the transmitter, using separate tower blocks for each connected via microwave linkup. It got to the point where they would have multiple transmitters available so that if the DTI (UK government body responsible for finding and prosectuing illegal radio transmissions) found the transmitter currently in use, they could then switch quickly to a different one and carry on broadcasting. There would be people monitoring the frequency to check that it hadn't been taken down, and once mobile phones were more common it made it quite easy to quickly abandon a transmitter or studio if necessary. The tactics of the DTI are actually quite fascinating in themselves, involving triangulation and all sorts of interesting gizmos.
If you're interested in learning more, the YouTube channel Ringway Manchester[1] has been documenting the techniques used over the years, and is an excellent channel for info on radio in general, especially with regards to the UK, including some brilliant interviews with the people involved in running the pirates, with stories of the crazy things they got up to in those days. There are also a couple of excellent documentaries from the 90s on the topic, one of which, specifically about Kool FM, is featured on this channel about Jungle & Drum n Bass Documentaries[2] (First Sight Pirate Radio).
[1] https://www.youtube.com/channel/UC67TJP9i84zbCi2h1aaSO6Q
[2] https://www.youtube.com/channel/UCfR5Ng7DuOjRYsVOOtgodPg
Pirate radio would broadcast from the top of buildings and did often get caught.
https://youtu.be/7hvF7mbNs50 a BBC documentary from 2004
This wouldn't work nowadays for obvious reasons, but they still pretend the vans are a thing as far as I know.