I didn't witness this, but I heard it from the reporter herself, who seemed to revel in the fact that she had made such a ridiculous on-air mistake:
Some of you may be familiar with a certain way of speaking in Missouri and Oklahoma where i sounds become uh instead. For example, northeast Oklahomans will call Missouri "Missouruh," and there's a town in Oklahoma called Miami that is pronounced "Miamuh." To an outsider it sounds somewhat uneducated to speak that way, but most reporters will at least adapt to place names (like Miamuh).
This particular reporter was assigned stories in the aftermath of the Oklahoma City bombing. You'll recall that the building that was destroyed was the Alfred P. Murrah Federal Building. But when she went on the air, she repeatedly called it the Alfred P. Murray Federal Building, both in her packages and in her live shots.
Her photog tried to tell her that she was pronouncing the name incorrectly, but she insisted that just because everybody else around there talked like hillbillies didn't mean she had to, and she continued to call it the Murray Building. The producer tried to tell her she was spelling the name incorrectly, but she just assumed the producer herself couldn't spell. Viewers called in and complained, and many left messages on her voice mail. She figured they were all just uneducated hillbillies who didn't know any better. She didn't stop until somebody showed her video of the building's sign. By then the damage had been done. It was a pretty significant embarrassment for the station and for the deskies who had to field the complaint calls.
She was marked as a moron after that, then seemed hell bent on proving them right. The funny thing was that, as I said, she volunteered this information to me, apparently as an example of how stupid she really was.