An obvious one is Dan Carlin's Hardcore History. I'd also suggest audiobooks if you're looking for something more substantial. I'm currently revisiting the classics and found a great reading of Plato's Republic. Before this, I had a great time listening to an audiobook of Will Durant's book The Story of Philosophy which is a nice summary of Western philosophy.

YouTube seems to have full audiobooks, some of which are of great quality. There's a version of Nietzsche's Thus Spoke Zarathustra that is highly entertaining and even enlightening, if that's your thing. There is a good librevox recording of Wittgenstein's principle book that I've started on recently, and was surprised how good it was.

So I suppose I'd suggest audiobooks over podcasts for in-depth material.