You can get an RCA to coax adapter at Radio Shack (or many other places) for a few bucks. It looks like the below. It works great for TV's that don't have old school screw-type RF connections. They are what I use for all my old videogame systems (Atari, Intellivision, Coleco, etc... I have dozens of them, it's ridiculous). In addition to allowing it to work with newer CRT TV's, it provides a MUCH clearer signal than a straight RF screw-type connection.
However, they work with CRT (tube) TV's, because that's what the Atari VCS/2600 was designed to work with. It works completely differently than videogame systems made since then... by actually manipulating the raster beam that creates the picture on a CRT monitor/TV. It's one of the reasons the Atari 2600 is so historical, and why it's so great, even today, for "twitch" gaming... because there is less delay between your movements and the movement of the character or object on screen. Especially evident in games like "Kaboom!" by Activision.
So, that said, compatibility with modern LCD screens is hit and miss. Some of them translate the signal just fine, others have either minor or major issues. Just have to try (or look up other people's experiences with that particular model) to be sure.
I recommend what krazykuda said... just pick up an old CRT TV (of any age, they will all work, but as stated above, one with a coax-in is better, so you can use that adapter for a clearer signal). I see old TV's out by the curbside in my neighborhood all the time as people get rid of them. I was picking up so many, I ended up giving the bulk of them to the thrift stores. They are SUPER cheap, and nice to have one or two around.
The 2600 is a fun system. For anyone serious about them, the hot tip is to skip all the original cartridges unless you're collecting (I have over 600 of them, nutzo!), and get a Harmony Cart. About $50 or $60 bucks, and you can put every game ever made for the thing (thousands!) on an SD card and play them on the real thing and on a real CRT TV. This is one system that is MUCH better on the real thing than in emulation on a modern computer, for the aforementioned technological reasons.
OK, it's out of the bag, I'm a closet geek.
RCA to coax adapter:
