By far the best things I’ve listened to have been these four lectures on the book of Hebrews by D.A. Carson. Delivered at Trinity Evangelical Divinity School, they cover a number of the major themes of the book, and give some great insights into how the author of Hebrews reads the Old Testament through the lens of Christ.
You can check them out here. Each one is a good 75 minutes, so if you don’t have the patience for that, do yourself a favour and check out his talk from The Gospel Coalition 2011 conference, Getting Excited about Melchizedek.