Why is it that I could hear radio stations from KY, OH and IL, while I was driving to work almost 5 to 8 hundred miles away I was located in eastern NY. It was 630am,cold dry air,no clouds,full moon,no wind,snow on the ground. snow on the way.

HAM radio uses this effect regularly to talk to friends around the world for free. Its also how most countries broadcast their culture to our countries around the world. Simply buy any short-wave radio, turn it on around sun set - you'll hear all sorts of things from around the world.

You didn't mention if it was AM or FM. The two bands used for radio stations (550KHz-1700KHz for AM and 88MHz-108MHz for FM) have very different propagation mechanisms for long distance transmission. FM occasionally has what's called "Tropospheric ducting" where two layers of atmosphere form a pathway for radio waves in this range (and a bit higher) to travel long distances. But it is a fairly rare event. For AM, it's quite normal to pick up radio stations at night or early morning from a long distance away, because these wavelengths naturally follow the contours of the Earth well (through diffraction), and at night the atmospheric electrical noise drops and it's easier to receive them.