I have heard that AM radio waves travel further at night.
However, there is an AM station in another state I listen to when I can and in the winter, I can never get it until the sunrises in the morning.
what’s the situation, here?
There are a lot of AM stations that are required to lower their wattage or go completely off the air at night for the very reason that their signals would otherwise start interfering with distant stations that their signals wouldn’t reach during the day.
Can you share the stations’s call letters?
AM 760 in Denver broadcasts with different directional patterns for day and night. In addition, it’s licensed to broadcastat a much higher power during daytime.
Here’s a map of the station’s daytime coverage area.
Here’s the nighttime coverage map. Notice especially the difference in areas east and west of Denver.
so there’s the answer, thank you. 
As has been stated, many AM stations either go to a directional pattern or lower their power to protect other stations on the same or adjacent frequencies. If you are listening to a station to the east, their sunrise time will be earlier, so they may “go away”. if your station is west, they may well be listenable later as the sun will affect the ionosphere. Didn’t read all of the fine print, so I hope I am not being redundant.
If you have an iPod Touch, iPhone, Android phone, etc., you can listen to KKZN AM 760 24 hours a day on Clear Channel’s iHeartRadio app. It’s also available via your browser here.
TuneIn is another site featuring streams from other non-Clear Channel stations. There’s an app for that as well.
I have no affiliation with any of the above, but as a former radio junkie I am fascinated by how accessible all those far-off signals have become via the internet. I don’t even own a real radio anymore, aside from the one in my car that just serves as a bluetooth amp for my phone.
I actually knew this but don’t have a smart phone. radio: no need to settle for what broadcasts locally!
It needs mentioning in these threads that radio propagation is determined by the frequency of the signal and ionospheric* conditions (which vary a lot between day and night, and are strongly influenced by solar weather) but NOT by modulation mode (AM, or FM)
If just happens that the medium wave band is used for AM broadcasting, and FM broadcasts happen in the VHF part of the spectrum. It is the wide separation in frequency (a couple of orders of magnitude) that gives the different propagation characteristics NOT the different modulation technique.
AM does matter a little bit as to if you can detect the incoming signal on a reciever, because a strong local AM station will not completely block reception of a weak distant station on the same frequency, as happens with FM. (so called “capture effect”)
*fairly rare conditions in the troposphere can also result in enhanced propagation in the upper HF and lower VHF frequency ranges.
Occasionally I pick up French-Canadian radio from Quebec on the AM dial in Virginia.
When camping in Colorado and Utah, we used to be able to pick up KFI in Los Angeles. However, this was only in remote valleys in the mountains; when in a city, the local EM would wash them out.
Ah, something close to my heart…
When we still had “clear channel” AM stations, and before we had as much interference from other electrical/electronic devices as we have today, on a normal AM receiver, after sundown, from the NYC area, I could easily get in WHAS (Kentucky), CKLW (Detroit metro area…Canadian station) and WLS (Chicago). On a good night I could get WWL (New Orleans) and listen to the weather report for truckers headed up to Alaska. I used to get interference on 660AM (a strong local station) from Radio Moscow-Havana once in a while, which broadcast on the same frequency.
Now a days, it’s not as easy, but for a small upgrade (say paying $60, in relation to that radio alarm clock you bought at Walmart) to your receiver, you can still pull in stations from pretty far, on the right night. Those radios normally feature shortwave too, and on the web you can find listings of stations (in English if thats a criteria) from around the world, and I’m not just talking about the BBC or VoA.
If you have kids, it can be a fascinating hobby you can do cheaply and not even have to get a license.
Besides, then you can help us all keep track of those number stations 
We still do, e.g. WJR (760 AM.)
the rules have changed but there still are clear channel stations, with less protection.