Luis Colunga has posted an interesting tip on his blog on how he reduced broadcast FM interference in the rtl-sdr dongle. He writes
Many people have noticed that even if there is not an antenna connected to the RTL SDR FM Stations still come strong. This is not good at all because these are signals that are getting into the PCB via another way that is not the antenna.
He then goes on to explain a method he used to significantly reduce the interference, which involves removing the male USB connector from the dongle PCB, and fitting your own USB cable leaving the shield floating, which he then wraps with aluminium foil.