How would you block radio interference on a gaming console?

If you follow sparkie's advice, much of the desired video signal will go the same way as his ghosts.

Putting r.f. chokes on the console's power lead and signal lead to the t.v. should solve the problem.

A cheap way of doing this is to obtain a couple of large diameter ferrite rings. Wind as many turns as you can of the power cable on to one of them, passing it through the hole and round the ring repeatedly. You will have to remove the power plug to do this and replace it afterwards.

Do the same with the signal cable.

Look carefully!! Between the lines that carry audio and video into your console AND the inputs on that, put a 0.01uF capacitor from those lines to ground, (in each line, one) next in series with the lines a 47 to 100uH choke(in each line, one) and finally another 0.01uF capacitor from the lines (in each line, one) to ground. And at last, the lines into your console.

I try this thing to clear the interference produced by more than 250 meters of unshielded cable into an automatic answering machine, and all the ghosts disappear.

Get RFI chokes, and put them on the A/V and power cable of the console,as close to it as possible.