Vehicle localization service is a fundamental component of intelligent transportation systems. The widely used satellite navigation systems perform poorly in urban areas because the lines of sight to satellites are blocked by complex terrain characteristics, e.g., buildings, elevated streets and interchanges. In this paper, we design RadioLoc, a novel system achieving accurate, efficient, all-terrain vehicle localization with two key design points. First, RadioLoc harvests the frequency modulation (FM) signal, which has higher availability than satellite signal in complex terrains, as the signal source for localization. Second, RadioLoc integrates modern machine learning techniques into the processing of FM signals to efficiently learn the accurate vehicle localization in all-terrain environments. We validate the feasibility of FM-based vehicle localization and corresponding challenges and practical issues via field tests (e.g., signal distortion, signal inconsistency and limited in-vehicle radio bandwidth), and develop a series of advanced techniques in RadioLoc to address them, including adaptive batching, frequency sweeping, a novel multipath delay spread filter, a reconstructive PCA denoiser and a tailored FM feature extractor. We then develop a generic, modular localization module in RadioLoc, and design different learning-based 3D position identification algorithms for this module. We implement a prototype of RadioLoc and perform extensive field experiments to evaluate its efficiency and efficacy. Results show that (1) RadioLoc achieves a real-time localization latency of less than 100 milliseconds; (2) RadioLoc achieves a worst-case localization accuracy of <inline-formula> <tex-math notation="LaTeX">$99.6\%$</tex-math> </inline-formula> even in an underground parking lot, and (3) the horizontal error of RadioLoc is only one sixth of a dedicated GPS device even when the vehicle is moving at a high-speed (i.e., <inline-formula> <tex-math notation="LaTeX">$80$</tex-math> </inline-formula> km/h) in a complex highway scenario.