A little more info:
TV antennas are up on the roof because 1) best reception occurs when a "line-of-sight" exists between the transmitting antenna and the receiving antenna at VHF/UHF frequencies and 2) metal objects like plumbing, conduit, and rebar ("clutter") in your house reflect and deflect VHF/UHF signals, weakening them and causing cancellation via a mechanism called multipath.
Microwaves readily pass through plastics. In fact, fiberglass + resin is used as a weather cover for microwave antennas so the feedhorn assembly won't get iced up in the winter or loaded with bird droppings in summer.
Radio inside houses does not consist of microwaves; AM radio is of such low frequency that the penetration depth of those signals exceeds the thickness of a house, as long as it is not made out of sheet metal.
FM reception also penetrates houses but because it is subject to multipath, a simple indoor antenna that can be oriented for best results is almost a necessity.
Part of the reason that higher frequencies are more problematic/touchy is that when the wavelength of the signal is of order ~size of metal objects in the neighborhood, then all sorts of bouncing/scattering/reflecting become possible. This means longwave transmission (like the AM radio band) is relatively immune to this whereas FM (and higher frequencies) are strongly affected.
Every sort of material (metal, wood, plastic, stone, glass, ceramic, concrete, sea water, you name it) possesses a certain amount of electrical conductivity and a certain amount of dielectric behavior; taken in combination, this means that a beam of electromagnetic radiation may be reflected, refracted, absorbed, or transmitted without loss by the materials it impinges on- and all of that is frequency dependent. Entire college courses are taught on this topic, so this forum is not the right one for going into this in detail.
The picture is different when the beam is of such short wavelength that interactions between the beam and the material it strikes take place on scale lengths of order ~way smaller than the physical dimensions of the object. So X-rays and gamma rays are extraordinarily difficult to reflect or refract under ordinary circumstances. They tend to zoom straight through wood and plastic, and require metal or thick concrete walls to stop them.
Lastly... in the special case where the energy per photon of incoming radiation is a close match to the energy level of an outer electron belonging to an atom being struck by that beam, then all sorts of cool physics comes into play and it becomes possible for certain photons to be strongly absorbed while others are unaffected. In this way you can make glass that absorbs green light and passes red light, or passes IR while blocking UV, and so on.