Increase the RF power output from the transmitter.
Get a more sensitive receiver
Put a directional (gain) antenna on either the transmitter, the receiver, or both.
Generally speaking modifying any portion of an RF circuit (even the antenna) will make the device technically illegal. In the US for example an RF device is certified WITH the antenna, so custom antenna can invalidate a devices FCC certification.
Many simple FM transmitters have a range that is only across the street. If they are built poorly then they might transmit only a couple of feet to a cheap garbage radio.
Provide more details on what devices, frequencies, and what kind of messages. Depending on answer, you could be looking at better antenna, amplifying at the receiver end, amplifier at the transmitter end, more DC bias at the transmitter end, etc.