Beginning in 1912, every country approved of and received designated letters to begin radio station call letters with. http://radio.about.com/cs/radiohistory/qt/blwkcallletters.htm
In the United States, the letters "W" and "K" were to be used.
At first, it didn't matter what part of the country a station was located in to use either letter.
Then, in 1923, The Federal Communications Commission ordained that all new radio stations east of the Mississippi River would use "W" as the first letter and stations west of the Mississippi would use "K".
Certain stations were "grandfathered" and allowed to keep their call letters for various reasons, even if they did not conform to the new edict.
By the way, Canadian stations begin with "C" and Mexican stations begin with "X".