I knew this was the general rule, but also knew about KDKA-Pittsburgh (a very old station, east of the Mississippi). In looking into why that one got a K, I found this that might be interesting to people reading this far down this subthread: https://archive.is/HpUc3
For a W west of the Mississippi a good example is WACO in Waco, Texas, which is also one of only 3 stations whose callsign is the name of their city. (The other two are WARE in Ware, Massachusetts, and WISE in Wise, Virginia).
