Well, if you are interested to learn how Euler lectured on math and physics to a lay audience, you might want to take a look at the Letters of Euler to a German Princess. This book collects the lectures on elementary science that Euler gave in Berlin to the Princess of Anhalt Dessau, in the early 1760's. Dominic Klyve gives a nice overview of "Euler as Master Teacher".

For a more technical/advanced talk, the lecture which Riemann delivered on June 10, 1854 has been preserved here. Dedekind writes about this lecture:

Gauss sat at the lecture, which surpassed all his expectations and on the way back from the colloquium
meeting he spoke to Wilhelm Weber, with the greatest appreciation, and
with an excitement rare for him, about the depth of the ideas
presented by Riemann.