Born in Covington, Kentucky, Cunningham grew up in Deer Park, Ohio, and graduated from Deer Park High School in 1966. Cunningham was one of four children and has described his father as an abusive alcoholic who left the family when Cunningham was 11 and his other siblings were 13, nine and four (he has an older brother and a younger brother and sister). Before his mother's death in 2010, he frequently called her on the air during his radio show; he referred to her as "Ma."
