Lately I've been listening chronologically through the archives of Jocko Willink's podcast. He's a former Navy SEALs, interesting guy. Not related (directly) to finance/investing, but certainly a lot of interest life lessons in there, as well as lots of cool historical anecdotes (most of the early episodes are him going through a book and then doing a Q&A).
http://jockopodcast.com
I discovered him through interviews he did with Tim Ferriss and Joe Rogan (he also did one with Sam Harris), if you want a good starting point.
https://tim.blog/2015/09/25/jocko-willink/
https://samharris.org/podcasts/the-logic-of-violence/