The History of Rome - An absolute must if you're at all interested in Roman history. Wonderfully done, Mike Duncan is to-the-point, yet conversational. The best part? It's done, so you don't have to wait for the next episode.
The History of Byzantium - Robin Pierson carried on from where Mike Duncan left off at 476AD, and intends to cover the story of the Eastern Roman (Byzantine) Empire all the way to 1453, the fall of Constantinople. Currently at the reign of Heraclius, it's been on hiatus the past few months, but apparently will be resuming soon with a very large episode. Excellent successor to THOR.
Revolutions - Mike Duncan's latest project, wherein he covers numerous important revolutions in world history. He just finished up the English Civil War and the American Revolution. He tends to keep a good schedule, I think it's something like 12 weeks on, 4 weeks off. If you liked History of Rome, or didn't bother with History of Rome because you can't stand classical history, this will be your speed for sure.
The History of England - Wonderful series, covers the history of England from the arrival of the West Saxons (or, rather, one of their leaders, Cerdic), and will go at least to the reign of Victoria, possibly even to the modern day. Currently at Richard II. David Crowther is hilarious.
Russian Rulers Podcast - Comprehensive history of exactly what it sounds like. And it doesn't end with the Russian revolution, mind, it continues all the way through Putin. The podcast starts chronologically, and now that he has arrived at modern-day, he explores Russian history more thematically, talking about things like serfdom and religion and things like that.
The History of the Crusades - Comprehensive history of the Crusades. Currently on the Fourth Crusade, it regularly branches out and talks about life in the short-lived yet historically and geopolitically important Crusader states.
China History Podcast - I've yet to listen to it myself, but people swear by it. It's not chronological, but very thorough, and it's refreshing to see such a comprehensive history of an Asian country in a field generally populated with topics pertaining to European history.
The History of Philosophy Without Any Gaps - Only listened to a few myself, but it's definitely a good one. Also nice to see a podcast dedicated to something that has less to do with rulers and battles. And given the subject matter, it's particularly filling food for thought. The focus is on western philosophy.
Communio Sanctorum - If you're interested in something more religious, this is a podcast about the history of Christianity. Another solid one.
Hardcore History - Dan Carlin covers a range of topics. Plenty of discussion, always entertaining.
The Ottoman History Podcast - Mostly experts discussing the history of the Ottoman Empire thematically, so if you're looking for something chronological, along the lines of THOR or THOB, you'll be disappointed. Quite esoteric, but it definitely stands out if you're looking for something different.
The History of the Papacy - A work in progress, but it's great that somebody is covering the history of one of the world's most influential and continuing institutions, and how the office and the organization have changed over the milennia.
Plenty of others, those are the ones off the top of my head.
Stuff You Missed In History Class
Also, /r/AskHistorians has their own podcast. Check it out.
BackStory covers topics in current events by digging into their history, at least in the United States. It's done by a trio of Virginian historians who each specialize in a different century. Each episode has a few subtopics and is well put together. Worth a listen.
My History Can Beat Up Your Politics is also good.
In addition to those mentioned, I also like Europe from its Origins.