The Myth - It is possible to pick up radio signals through a dental filling.
The Verdict - It is possible.
Notes - The gold and amalgam tooth fillings did not act as an antenna or point-contact transistor when placed in a real human skull. Explanations for the supposed Morse code pickup included a Galvanic cell reaction between two teeth fillings and saliva. However, empirical evidence has shown this to be possible with silver fillings.
This was first claimed by Lucille Ball in an interview on The Dick Cavett Show, with the fillings explanation offered by Buster Keaton.