There is a counter-example to the general result in Theorem II of [1]. For results in the positive direction, you may be interested in [2].
**References**
[1] _Measures not approximable or not specifiable by means of balls._ Roy O. Davies, Mathematika, Volume 18, Issue 2 December 1971, pp. 157-160.
[2] _Measures which agree on balls._ J. Hoffmann-Jørgensen, Math. Scand. 37 (1975), no. 2, 319–326.