In The World, subsection People, you will find some more. Also, in Library, subsection Literature (Writers) and in Music (musicians etc)...
The weekender (BBC)
Radio interviews at the BBC website Recommended: Painters Writers Poets Philosophers Scientists
WCBN Interviews to Living Writers (student-run freeform radio station at the University of Michigan, USA) More here: see different Writers - from our Literature section in our Library - interviews to writers at Wired for Books
Audio Interviews : Voices from the days of slavery (Library of Congress, USA)
1.30' minutes Interview Examples
Metallica Interview (click on "Play")
Audio Interviews on current affairs (USA)
Audio Interviews (UK)
Interview with composers (USA)