Online!
The aptly named ICE-FM is located in Antarctica and broadcasts an eclectic format of (almost all vinyl) music to the approx. 600-1,000 people who live in a research base in that frozen tundra. And it's almost certainly the "coolest" radio station on Earth.
(Unfortunately, there's no way for us to hear it - Internet bandwidth is scarce in that part of the planet, so they don't have an online feed.)
ICE FM: The World’s Most Remote — And Coldest — Radio Station
Offline
There is also an ICE FM in Iceland and Nuuk, Greenland.