If you are building an AM crystal radio. [1] You will also need a high-impedance speaker [2] if you want to operate it without a power supply, otherwise you will need an amplifier. You can avoid using a commercial diode by making your own point contact diode as done in Foxhole radios [3] and you can make your own piezoelectric speaker from Rochelle salt [4]. Here [5] is one personal projects site touching all those topics.
In conclusion, you should be able to build a simple radio from copper wire, aluminium foil, a pencil, a razor blade, and baking powder.