Here are some podcasts about art I find interesting:
Modern Art Notes Podcast: Well researched interviews of Artist and curators by Tyler Green with an emphasis on US based shows.
Art Talk on KCRW: Los Angeles based Art reviews from art critics Edward Goldman and Hunter Drohojowska-Philp.
The Conversation: An Artist Podcast: A podcast featuring both one-on-one and three-way roundtable conversations with contemporary artists, dealers, curators, and collectors–based in Los Angeles, but reaching nationally and internationally.
Tate Shots: Great interviews and videos from the Tate in the UK
Frieze Talks: Frieze Talks is presented by the Frieze Foundation based in London
Thuvanarts: Take 1 art series documentary films of artist, critics, curators and collectors by Eric Mihn Swenson
Savvy Painter: Artist Interviews
Artbound on KCET: Public television show based in Southern California
thomgains1727: Brian Rutenberg Studio Visit: A painter talking painting
StudioCrasher streams interviews with artists, curators, art historians and critics