Numberphile podcast by Brady Haran
My Favorite Theorem by Kevin Knudson and Evelyn Lamb (in each interview, a mathematician shares their favorite theorem)
The Joy of $x$ by Quanta Magazine. Steven Strogatz interviews scientists (not exclusively mathematicians, but so far, including a disproportionately high number of mathematicians)
Mathematical Moments from the AMS. Based on the posters (flyers?) that the AMS has been distributing for many years.