Dan Carlin's Hardcore History podcast is quite good, covering both well known events and more obscure episodes from history. Currently he's in the middle of a riveting series on the First World War.

I would check out the archives for ["In Our Time"] (http://www.bbc.co.uk/programmes/b006qykl) by Melvin Bragg. Its a BBC radio show in which specialists in Science, Culture, History, and Philosophy discuss specific events, topics, movements, and ideas.

There are a number of good episodes about battles/wars through out history, just check out the archives and you'll see them. You can listen on the website, download the audio file, or use an iOS/Android device to download the podcast.