When I went to Cuba in 1989, I took a small analogue Sangean radio
with me. I had no problems clearing Customs in the Havana airport.
They opened my suitcase in front of me, checked around for anything
suspicious and waved me through.

We stayed at the Hotel Deuville on the malecon in Havana for a week.
This was a time when the Soviets where still on the island. In fact, I
met one Russian soldier who wanted to practice his English with me and
he had a Soviet-made radio with him to pick up Radio Moscow. As I
recall, I didn't do much listening during the time I was there.

Don't forget to visit Radio Havana Cuba while there. It's located
inside the Radio Progreso building downtown.