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The only additional item which can help improve reception is an antenna (a.k.a. an aerial). Almost any length of any kind of wire, attached to the antenna on the receiver itself, will improve reception. The higher up you you can get your wire (slung over a tree for example), the better it will perform. Also, generally speaking, the longer the wire, the better it works (aficionados of such antennas call them a ‘long wire’ for good reason!)
Whilst antennas which are outdoors are more effective, even a few meters of wire strung across a window or inside a room will make a difference (though indoor antennas can often collect a lot of counterproductive noise and interference from electrical devices such as computers and televisions). Some radios may have a separate socket into which you can connect your long wire but just attaching one end to the telescopic antenna on the radio will usually make a significant difference.