The Giant Pool of Money (1 hour, MP3). A fantastic, in depth look at how the US mortgage crisis happened. It's not as boring as that sounds. They take a look at the whole thing from the perspective of real people involved, in a way that it all makes sense at every step along the way. Except that it's pathological. They also use bits of Sigur Ros music in the background sometimes.
Totally unrelated, but I thought it was funny:
I don't even want to know the context, it so awesome without any.