You WILL be able to hear many baseball games on AM radio and a few on shortwave that are usually relayed on the Armed Forces Radio Network--and most all will be night games on AM.
There WILL be on major enemy to your project--FADING. Fading is when a station sounds fine for 15 or 20 minutes at a time but fades out and either another station on the same frequency is heard or just a mess of comingling of the two (or more) stations. As far as an external antenna, well, it's up to you how involved you want it to be. An outdoor anntenna is ALWAYS worth the time and investment it takes to get one up--and it will help on fading, to an extent.
"Get as much wire up as high as you can" is always the best for AM and shortwave listening.
You WILL be able to catch the best signal on a network's "flagship" station...like the Chicago Cubs games are broadcast on 720 AM, WGN...same for other major league cities and their flagship AM station. You should be able to hear Pittsburg, Philly, New York, Boston, Detroit, Milwaukee, Chicago, St Louis, and possibly Atlanta as well. Do an internet web search for the teams and they will usually give what stations carry the games.
There are excellent questions and answers about antennas in the "Short Wave" section of this forum or you can email me directly at K5TEN--AT--AOL--dot--COM.
I'll be happy to help however I can!
ex-KA0NIU, ex-KA9SOX, now K5TEN (117 countries confirmed--Submitting for DXCC soon! WOOT!)
SWL: WDX9KJX And the "WDX9KJX Short Wave Monitoring Service" from 1973 to 1986
1st SW QSL: "Happy Station" Radio Nederland Wereldoemroep, Holland, 1974
2nd SW QSL: "The Voice of Nigeria" Lagos, 1974
3rd SW QSL: "Radio Moscow" USSRhttp://m3jzt.proboards82.com/index.cgi