The RadioShack 12-262 "Hazard Alert Radio" is a weather band receiver with S.A.M.E. specific-area alert capability. It features an LCD digital display and a built-in telescoping antenna.
This radio can display the type of official warning on its screen (such as "Tornado" or "Hurricane"). The audio provides additional information about alerts which have been issued.
The Radio Shack 12-262 was probably manufactured post-1999; it uses the more recent RS logo. Unless an individual store still has extra units, you probably won't find it at Radio Shack.
It's not hard to locate these for sale (new or used) online. The 12-262 will usually cost you more than a basic weather receiver with no alerts or only non-S.A.M.E. functionality.