One of the first history podcast series I listened to was an excellent series on Hannibal. This looked at him from every aspect, so it covered the cultural background of the world he lived in, the politics of the Carthaginians and plenty about his actual life. I didn't keep the files and I couldn't remember where I had got it from, this being back in the days before iTunes. But now I have found it again.
It is on iTunesU under Stamford University and it is by Patrick Hunt. There doesn't seem to be a stand alone webpage or blog you can find it on. So if you want it you'll have to go the iTunes store. Do a search on Patrick Hunt then apply the iTunesU filter and you'll be there. Recommended but there is a lot of material here so be sure you have plenty of time on hand to listen before you start.