One of the small joys of going to visit Jodi's parents is getting to watch Phoenix TV, out of Hong Kong. They used to get it through their cable TV, and it was still there when they switched to digital. Since they live in what you might call a third-tier Chinese city, I was curious why we don't get it in Shanghai. I did a couple searches on Baidu Zhidao, the equivalent of Yahoo Answers, for 凤凰卫视 (Phoenix TV) and 凤凰卫视 上海 (Phoenix TV Shanghai). Most of the questions were similar to mine. These were marked as the "Best Answer"s to the first three links I clicked:

这主要是政治原因，因为香港和大陆毕竟是两种不同的政治体制，而凤凰卫视肯定有些节目不符合北京中央政府的需要.所以凤凰卫视在内地很多省份被禁播了。在短期内用数字电视看是看不到了。

It's mainly political reasons, since after all HK and the mainland are two different systems of government. I'm sure Phoenix TV has some shows that don't fit the Beijing central government's needs. So Phoenix TV has been forbidden from being broadcast in a lot of provinces. In the short term it's not going to be possible to watch it on digital TV.

凤凰卫视言论自由，所以政府有点怕怕，怕纸包不住火啊 就像非典那次

Phoenix TV enjoys freedom of speech, so the government is afraid of it, afraid "you can't hold fire in a paper bag". Like SARS.

境外电视在内地不落地，你需要装卫星接收器。不要忘了，还要经过公安局批准哦。但据我所知，很多人未经批准就安装了它，至今还没碰到什么麻烦，而且收视效果也不错。

Foreign TV doesn't touch down on the mainland, you gotta install a satellite dish. Don't forget, you also need to apply for a permit from the PSB (police). But from what I know a lot of people have installed one without the permit and have never gotten in trouble, and the reception quality is pretty good.

Of course, my experience is that the first answer was wrong in saying that it's not available on digital TV. Some of the other answers mention that you can download online TV programs and stream Phoenix TV to your computer. My theory is that Jodi's parents have special access since they live on the grounds of a big state-owned entity (no, not Zhongnanhai ).