If you enjoy the format there is a large archive of these with many of the most influential people of the 20th century. However the modern (Kirsty Young) ones are by far the most insightful due to her masterful, understated interviewing.
I offer these as a taster to non-Brits who would like to hear more:
Dustin Hoffman:
http://www.bbc.co.uk/programmes/b01p314n
Tom Hanks:
http://www.bbc.co.uk/programmes/b079m78n
Bruce Springsteen:
http://www.bbc.co.uk/programmes/b0855znp
Bill Gates: