As far as I know the Lumia 920 and possibly the 820, since it uses the same chipset, have FM radio tuners. But it is disabled in the OS for some strange reason. Microsoft has never explained why, but even if you wrote an FM radio tuner app tomorrow, it wouldn't work on these phones because the FM tuner is not supported.
AFAIK the HTC 8X and Samsung ATIV-S don't even have the FM tuner to begin with.
I almost never used FM radio on my Lumia 900, but I know some people like it, so I'm hoping they'll bring it back. It seemed pretty odd that they arbitrarily just dropped support for it in WP8...
Maybe it was one of those things they just couldn't get ready in time for the deadline to release WP8, like the notification center. Perhaps we will see it in Apollo Plus though.