The chess collector's site graciously gives you the chance to
listen to a unique 1938 BBC interview of Alexander Alekhine which takes about 4 minutes. You may look at it as a kind of 'chess podcast' from a century ago...
Listen to it by clicking on the play button.
To listen you need a plugin called Flash.
I'm told that Flash is installed on 98% of all computers, so that shouldn't be a problem.