Radio waves that go up are bent by the ionosphere. The higher the freq, the less they bend. VHF and up hardly bends at all, so they go out into space most of the time.
But the ionosphere (in general terms) gets denser as the day progresses due to the sunlight, then gets thinner after the sun goes down. So higher HF bands come in in the afternoon, and go progressively shorter until sundown, then die suddenly. Lower bands go "long as the night progresses, then shorten back up during the daytime, so that by evening signals are bent right back at you (almost). The AM broadcast band is technically not even HF, but rather Medium freq, below 3MHz, so in the daytime it is noise limited to ground wave (mostly) but at night, especially near dawn, it can go around the world.
If you think chasing AM Dx is fun, try it on 20 meter ham (use USB) or 21 meter broadcast (AM) (around 14MHz+/-) and you can hear Europe most mornings, and Japan just before sundown nearly every day. When it dies, go down 40m (around 7MHz) for the best long haul stuff. Around 7.3 +/- is where you'll hear Voice of America, BBC, and all of those, above 7.3 in the US but on both sides of it from Europe.