There now seem to be a fair number of podcasts relating to H.P. Lovecraft now, as some new ones have started to supplement the existing ones. Broadly these can be divided into two categories - Literary and Gaming, though there is a strong cross over as many readers came to reading HPL from the game. My own path was actually from reading HPL as a youngster and starting with D&D long before the Call of Cthulhu game came out, though it was a natural choice to play as an RPG for me once it appeared in 1981.
All of the following podcasts can be found either from their own sites (links provided) or on iTunes.
H.P. Lovecraft Literary Podcast
This series of podcasts is a discussion of Lovecraft's stories in roughly chronological order with excerpts of the stories being read to illustrate the discussion. The two regular hosts are Chad Fifer and Chris Lackey, but there are frequent guest presenters such as Andrew Leman and Ken Hite.This is a pretty light hearted podcast which can highlight the absurdity in some of HPL's stories. I do find it entertaining to listen to and recommend it strongly.The average episode is around 30 minutes long.
FNH's Cthulhu podcast contains readings of horror and supernatural fiction, primarily by HPL, but with other authors featured. There are also archive recordings of music from the 1920s and 30s and short factual pieces either discussing events in the period or readings from other books, such as Teddy Roosevelt's Through the Brazililan Wilderness. There are full stories read or serialised in the normal podcast releases with a variety of readers or actors involved meaning that it is possible to get away from the monotony of a single voice that can happen with some podcasts.An average episode is around 1 hour in duration.
FNH has several other podcasts that feature readings of literary material from other genres though I am not sure how active all of these are now, these are linked from the Cthulhu podcast site.
Rick Dakan's podcast is new and has been started after publication of his novel, The Cthulhu Cult. He is interviewing well known writers about Lovecraft, with the first four subjects being Kenneth Hite, S.T. Joshi,
and Chris Lackey & Chad Fifer. The usual episode length is around 1 hour depending on how talkative the interviewees are.The topics usually covered are the subjects relationship to Lovecraft's fiction
There are a number of recorded lectures at Yog-sothoth dot com about H.P. Lovecraft and related topics, examples being "H.P.Lovecraft as shaman" or the Necronomicon in culture. These are by academic writers such as Dr Justin Woodman or Dan Harms and often recorded at Treadwell's bookshop in London. These have reasonable sound quality given that they are recorded live in a lecture theatre and are reasonable size files. YSDC also has recorded readings of some Lovecraftian stories, though I haven't seen many of these being added in recent times.
These can again be divided into actual play, with recordings of gaming sessions or gaming discussions, of which Yog-Radio is an early and notable example. Apologies to anyone I've missed on the actual plays particularly, if you add a comment I'll update the list to include it.
There are a number of audio games that have been released by the Bradford Players, with only the most recently completed and current in-progress game being freely available. The past games can be downloaded by media patrons of the site or bought on CD. Currently the in-progress game is Tatters of the King with the recently completed game being Walker in the Waste. The audio quality is very good on these with surround sound used which really is noticable if listening on headphones as you can hear who is sitting where. There is not a great deal of swearing in the group, but like any Call of Cthulhu campaign the themes are dark and horrific. The usual length of an episode is between 2 and 3 hours.
YSDC also has a lot of links to actual play sessions so is probably the best starting point if you are looking for these on Lovecraftian roleplaying.
Role Playing Public Radio
RPPR has a number of actual play recordings of Call of Cthulhu games, including some with Adam Scott Glancey as the Keeper. These are pretty entertaining, but probably need a explicit language tag as the RPPR crew are not as circumspect as some gaming podcasts with language. The audio quality is good on these, but does not have Yog-Radio's surround sound. In the general RPPR recordings there is quite a lot of mention of Call of Cthulhu as it is one of the favoured systems of the people that produce the podcast in the general role playing games advice and discussion.
There are a large number of other actual play recordings that I either haven't a chance to listen to or maybe haven't heard of. If you've got one that has been missed please add a comment to let me know about it.