In Canada, a not-for-profit company called
BBM sends out paper "radio diaries" three times a year for every person in a household. Each person has to record every time they listen to the radio during one week. The results are compiled and distributed etc.
There's also a new device that is being used to measure radio listeners. Radio stations have embedded a "code" within their radio signal (specific to their station) so it can be tracked by small receivers which people can carry around in their pocket or purse. I just learned about this in school last semester but I've lost my notes and I can't remember what the name of the product was, or who it was made by. Sorry.