I've mentioned before the feasibility of building an improvised explosive device detector. All receivers actually radiate a little, because they require crystals to generate RF for mixing with the incoming signal, in order to move its frequency up and down for various forms of processing. I seem to recall that shortwave receivers gave off radiation around 455 hz. That's precisely why they require you to shut down computers, cells phone, handhelds, etc. on aircraft takeoff and in some medical facilities. The terrorists often use cell phones or walkie-talkies to detonate IEDs, so if you could spot the characteristic emissions of one of these while listening, you would have a detector. Apart from shielding vehicles and personnel, it'd be a lot better than sending people in to scout out the car or other carrier while someone might be watching with finger on the button.
I did a bit of research, and found that, where people have wanted to create detectors of radio receivers, they have done so, and rather easily. (Cells phones are easier because every so often they send off a signal on the control frequencies, so the system knows in which cell you are located).
This one confirms that it picks up the control channel signals. Range is 2 to 60 meters.
And for police in states (like VA) that forbid radar detectors, there is the radar detector detector (and in the continuing electronic arms race, there is now the radar detector detector detector, which shuts down the radar detector if it sees the emissions of a radar detector detector). This page indicates that the detector detectors look for emissions in the 11 Ghz range, and can spot detectors up to two miles away.
In Great Britain, where they have a licensing fee requirement for TV ownership, the licensing agency has TV detectors, both vehicle mounted and hand carried. I've seen some reports that the fee only applies to watching certain channels, and the detectors can determine if you're watching those, by spotting the specific frequencies your TV emits as it processes the signal.
Here's an all-band receiver, parts cost maybe ten bucks. Now, a broadband is going to have a lot of false alerts--it just signals that it is hearing radio signals at a preset intensity. But it could at least be used (at low sensitivity, on a pole or small remote-controlled vehicle) to signal that it was quite near an emitter, and would probably cost five or ten dollars.
But when I turn to IED detectors .... a 2004 proposal to research and create one for a modest $750,000 and a year of work. Another proposal, that says it's stalled for lack of support. And an April 2007 grant for having a sample system delivered in six months. The speed and innovation seen in the radar detector and detector detector field just isn't here.