Podcasts
Here are some podcasts on Nietzsche by the “Philosophy Bites” program. Each are about 15 minutes long: http://philosophybites.com/nietzsche/
Here are two longer podcasts by Ken Gemes on Nietzsche: one on the value of truth for Nietzsche, and the other on the death of God and nihilism: http://backdoorbroadcasting.net/?s=Gemes
An interview with Ken Gemes on the thought of Nietzsche, for Philosophy Now magazine: http://philosophynow.org/podcasts/The_Thoughts_of_Friedrich_Nietzsche
“The Partially-Examined Life,” a podcast series by a group of people I went to grad school with, has several episodes on Nietzsche. Some that might be particularly relevant (note that these are quite long!):
— Nietzsche on Truth and Skepticism (focused on an essay we didn’t read, “On Truth and Lies in a Nonmoral Sense,” but I think still relevant): http://www.partiallyexaminedlife.com/2012/08/15/ep61-nietzsche/
— on The Genealogy of Morality: http://www.partiallyexaminedlife.com/2009/11/10/episode-11-nietzsches-immoralism-what-is-ethics-anyway/
Video lectures
The University of Oxford has some video lectures about Nietzsche, on various topics, here: http://podcasts.ox.ac.uk/keywords/nietzsche